The lightstreamer filter was done in the front end, not back end, right?
The isSelected method is part of the MetadataProvider that runs in process with the Lightstreamer server. The client receives only the filtered data

So if there are a lot of data in the front end, will there be a performance issue?
As said the filtering is done in the server, btw as stated in the previously linked javadocs the isSelected method should execute fast.

I have another question about the mechanism adapter-to-front end, as I know the adapter class is a singleton class, so when multiple users connects to the same page, and we need to display different data to different user, how can we do that?
there are some threads in the forum about this topic; see in example this one: http://goo.gl/t0gfm

And when one user left that page, the adapter will execute the unsubscribe method, so why other users still can work normally?
the subscribe method is called when a client subscribes to an item and no other clients are subscribed to that item.
the unsubscribe method is called when the last client unsubscribes from the item.
This flow is illustrated in the LS_HOME/DOCS-SDKs/Genral Concepts.pdf file