Cookie management can be enabled on the java APIs at a global level, through the CookieHandler class.
We tested that for Java SE in a
different context and the same should hold for Android.
Hence, you should be able to perform all the cookie management needed at application level, outside Lightstreamer library.
On the other hand, you cannot set hooks on the single connnections performed by Lightstreamer library to set the login credentials as custom cookies.
However, note that the recommended way to send user credentials to Lightstreamer Server is through the provided user and password attributes.
This would be particularly important if web clients were also involved (see <use_protected_js> in the Server configuration file).