Server doubles

[stevomitric]

I did the same with my CoD UO Server. My Proxy is written in Java (multi-threaded) and works fine. No Ping increase at all.

Well considering that both your original and fake server are on the same machine and communicating via LAN, you should have no additional latency.

C:\Users\stEvo>ping 192.168.1.100

Pinging 192.168.1.100 with 32 bytes of data:
Reply from 192.168.1.100: bytes=32 time<1ms TTL=128
Reply from 192.168.1.100: bytes=32 time<1ms TTL=128
Reply from 192.168.1.100: bytes=32 time<1ms TTL=128
Reply from 192.168.1.100: bytes=32 time<1ms TTL=128

Ping statistics for 192.168.1.100:
    Packets: Sent = 4, Received = 4, Lost = 0 (0% loss),
Approximate round trip times in milli-seconds:
    Minimum = 0ms, Maximum = 0ms, Average = 0ms

"Ping measures the round-trip time for messages sent from the originating host to a destination computer that are echoed back to the source." So the needed time for the message to arrive from your computer to the fake server is summed with the time needed for the fake server to send (and receive) a message from original server. In your case host and destination computer are the same thing so it may seem like there is no additional ping.
The time can also be effected with the level of efficiency of your implementation. I think it doesn't matter what programming language you use (for sockets) because you wont find any notable difference.