LSP Plugin - catch custom messages

Hello,

I'm developing a plugin to support a language server we built for VsCode. For our specific needs, we have two or three custom messages the server can send to the client, all prefixed with a “$”. We would like to implement custom behaviour in the IDE by reacting to these messages to provide a better user experience. It's not mandatory as LSP protocol is technically sufficient to itself, but it would help users a lot.
Is it possible to register to these messages and react to them from the plugin? Or is there nothing exposed in the LSP API to react to communication events?