Finally I figured it out. I didn't mentioned that I'm deploying to Glassfish. But to make it clear: you can look at http://www.liferay.com/web/guest/community/wiki/-/wiki/Main/PostgreSQL%20with%20Glassfish. Connection pool data source should be configured in GF admin console as
javax.sql.ConnectionPoolDataSourceinstead of default
javax.sql.DataSource. After that I had to run command:
asadmin set domain.resources.jdbc-connection-pool.<POOL_NAME>.property.JDBC30DataSource=true
That did the trick - everything worked for me.