Add README.md

Lightstreamer · Jan 29, 2016 · 2552b19 · 2552b19
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+This folder should contain all the library files needed to compile the Market Depth Demo Adapter. Please drop here the:
+
+* log4j-1.2.17.jar from [Apache log4j](https://logging.apache.org/log4j/1.2/);
+* ls-adapter-interface.jar from the /lib folder of latest Lightstreamer distribution;