Do mean it is wrong to use MQTT instead of the shelly-binding? I guess one doesn’t exclude the other, does it? Or does the binding need the shelly cloud?
One disadvantage with MQTT seems to be that you don’t get access to all the data (I have not yet found how to get the wifi signal strength), but while I was able to get the DW2 to work via MQTT, I could not get it to work with the binding. I also suspect that MQTT may be faster and more energy efficient, but I’m not sure.
What information do you need?