The library definitely deserves attention considering the fact that the current MetaTrader and NinjaTrader platforms are like dinosaurs, they feel very old.
In the article you said that the stream of information is essential to the operation of Wolf. I also think that this is the fundamental part of a forex platform - the data should be accurate because you have to validate the forex strategy as much as you can during the backtesting phase. Have you considered replacing the current data provider (HistData.com) with something better? Actually we are on the same track because I am also implementing a forex trading platform and I have experienced a lot of problems just because the HistData database is not accurate enough for backtesting - it has a lot of empty records, sometimes a whole day of tick data can be missing.
Thank you for the comment. I agree that having sound data is essential to building any trading algorithm. Probably that's why they are so expensive. I won't complain about HistData.com, it's a free service, they only charge a small fee for a convenient ftp access to their site. At the moment, that's the most you can get for free with a millisecond resolution. Despite it's drawbacks, works well for backtesting, IMHO.
A great alternative is finance.yahoo.com. It is reasonably rate limited, see http://stackoverflow.com/questions/9346582/what-is-the-query.... You won't be able to do any high-frequency trading anyway without dedicated hardware in a dedicated data center.
