Hi there,
I read you project and it is interesting. In fact, I have built several solutions for Rithmic API, you can see one of them in my portfolio. I am an IT engineer and I work exclusively with MT4, Rithmic API and Financial Solutions in general.
In your specific case, I see that you also include Saxo Bank and Lmax quotes reader. I am not sure why you include those other providers, when with Rithmic API alone you can all the quotes you need into your MT4 instance. Anyways, if you want to create a multi-provider quote importer to MT4, that can be done too, but would be a little more expensive than working with Rithmic API.
I also notice, that you suggests to create this implementation with C++. In my proposal, I would offer you to build this integration directly in C#. You will have by far many advantages working with C# than C++, first because C# is quite easiest to work and it is by far less error prone than any C++ solution. So, in the end you will have a C# DLL connected to your MT4 instance, which is the one that will take care of extracting/receiving all the quotes you register for from the Rithmic API instance. You will open your EA and enter the Input Parameters like Symbol, UserName and Password (Rithmic Credentials) and start receiving quotes in your MT4 for your special trading strategy.
My final product will be a simple EA and a C# DLL which connects to Rithmic to extract quotes, server time, volume and response time in 10 working days.
Regards,
John P.