How to add dependencies for my plugin, so main app's composer will add it?

You will need to make a separate repository for the plugin and then add the repository to your composer file. This link has an example of how to do this. While in development, I would probably just install the dependency in the root cake composer file and then add it to the plugin when I was ready to ship it.

https://getcomposer.org/doc/05-repositories.md#loading-a-package-from-a-vcs-repository