I did not run Zorro under Wine. I do found an issue where sometimes when starting a strategy the very first time, the proxy server heartbeat timed out. If you launch the strategy again, it should be fine. I already have a fix. I will try running zorro under Wine to see what happens.

The WebSocket proxy server keeps running after you stop trading because it can serve multiple Zorro instances. I can add an option so the server can shutdown after all connected clients are disconnected

How many cores does your VM have? The WebSocket proxy will keep the CPU busy, but most of the time it checks if there is an event and yields the CPU to other threads.