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.
Download human GO annotations (or whatever organism you like) from here http://www.ebi.ac.uk/GOA/human_release.html for example. Then, find the GO terms of interest on the GO website.
Along with GO you may also check Protein Feature Ontology or protein annotation databases like Panther Classification System specifically designed using protein class level annotations.
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).
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Besides GO, the standard classification databases are maybe your best shot: NCBI CDD and InterPro.
I agree InterPro seems reasonable, it's probably better than GO (more specific).