what interfaces/properties should OLEDB provider support for DirectQuery in PowerBI Desktop?

I created .mez file as wrapper for our OLEDB provider. Test connection and table data preview are working fine. However, when I click Load button in DirectQuery mode, PowerBI Desktop returns error "This query contains transformations that can't be used for DirectQuery".

I traced access to the internal interfaces in the OLEDB provider, and tried to understand whether some interface is not implemented correctly, or additional interfaces must be supported for the DirectQuery. Can someone tell which OLEDB interfaces are required for the DirectQuery, and if error occurs, where to get additional info? I turned PowerBI Desktop traces on, but those files do not contain sufficient information to resolve the issue. Pls help.