Can you, please, suggest me the protein functional classes according to scenario: Class should have in the one specific function - for example metabolizing and binding specific compound class. For example, participate in steroid pathway. EC number works, but does not include a lot of other targets of non-enzyme nature.
You might have a look at the Gene Ontology. If you have a specific source for your protein data (UniProt, for example), you may find that there are cross-references between your proteins and the Gene Ontology allowing you to functionally categorize the proteins according to Gene Ontology categories.
You can also utilize protein domains or clan based classification in Pfam. If you have structural data you may also consult classification in the level of protein families, super families or folds (See SCOP/CATH).