As far as I know WP-Link only updates WU every 10 minutes and does not allow you to send data to anywhere else, like your own server for example.
And yes they do have their own API at wl.com, but it is not the cheapest and more importantly, there is for example no wind gust. I just had a guy asking me about it. The problem is that it only tells you the daily max gust, but for current data it only gives you "average wind speed"