Ok, while I was creating MessageAwareLiteralBasedProvider class:
using System;
using System.Collections;
using System.Threading;
using System.Net;
using System.Net.Sockets;
using System.Text;

using Lightstreamer.Interfaces.Metadata;

public class MessageAwareLiteralBasedProvider : IMetadataProvider
{
public void NotifyUserMessage(string user, string session, string message)
{
}
}
I was forced to specify many more functions. Is that right?