The SocketToLightStreamer class should not be instantiated directly.
Exactly one object of this class is internally created by the Lightstreamer Remote Adapter Library.
If you get data from outside code, as your GetMessage class seems to be, you should be able to access that object.

Usually, the Data Adapter class starts the feed in "Init" and asks it for data in "Subscribe". There, it can send its own reference to the feed.
This is not your case, as you feed data regardless of the subscription requests
(note that any updates you send while no subscription is active will be lost).

What you could do, for instance, is have your SocketToLightStreamer object assign itself to a static pointer that can be eventually consulted in GetMessage.
Note that the best place to assign the pointer is after setting the listener in "SetListener".
Also note that synchronization issues may need to be considered.