Somehow I knew you were going to say something like that.
Actually, all other parts of the wrapper are working correctly, so I don't think there's a flaw in my decision to use Perl for the wrapping. It did take some doing, though...I had to dust off my C skills to deal with that "structure marshalling" and what-not between Perl and C, as I had never worked with the Perl internals before. I used a module called Inline::C, which allows one to embed C code in Perl. It was a bit tedious but quite interesting.
The reason it must run under Cygwin is so that I can compile that C code (I don't own any M$ compilers), load the DLL, as well as call Win32 API functions to create an invisible window for the pumping messages. I'm not a big fan of Windows--the rest of the system is written entirely in Perl and runs on Linux, with a web interface. The Windows portion just acts as a "proxy" for the MT server, and actually runs in a virtual machine on VMWare, on the Linux server itself. If anyone knows of a way to load a DLL and make the neccessary Win32 calls on UNIX, let me know! Perhaps something like Wine would do it? I must admit I don't know very much about such things...
I guess I'll keep working on the remaining parts of the system and hopefully the answer will come to me. I think I'll first try connecting to a different demo server, just to eliminate that possibility.
Oh, I meant to ask before--how often do you get your UPDATE_TRADES messages? I expected they would arrive quite often, particularly when a trade is open, but I'm not seeing very many, sometimes none at all. Guess this may be another bug...
Thanks again. Feel free to PM or email me if you'd like to discuss this or related things. We seem to be working towards similar goals.