@Substring Which dongle do you have?
Now, I have tried powerlan 500 from tp-link, but the overhead of this technique was a bit to slow for smooth streaming. Next try was with powerlan 1200 and it works very well for most of the games in my collection, but not for Rise of the Tomb Raider. At the start its okay, but when I begin to walk the stream crashes.
I tried to blacklist rpi3 wifi module, but then nothing worked anymore. I got a wlan settings error. 
Did you have any documentation to get external wifi dongles to run? It seams recalbox don't install any drivers for the dongle.
I have a Pi3, sorry for the missing information.
I know with a cable connection I'll get a better performance, but a 300Mbit/s wifi should be able to run an 25Mbit/s gamestream or not? But thanks for the information, I'll try it and give a feedback about the speed. 
Yesterday it was temporarily okay, with some lags at 1080p.
Hey, I bought a wlan dongle for a better moonlight performance. But I dont find an solution to install the stick or any drivers. The stick is in the compatibility list. Do I have to reinstall recalbox to get it running?
Wifi Dongle:
TP-LINK TL-WN823N 300Mbps Wireless Mini USB Adapter
best regards