I'm not an expert but from their documentation it looks like you could watch the PlayerState. I'm also not sure when a PlayerState event would trigger but if it's coming back relatively often you could check the track value and see if it's gone to null, or another value and work using that.
Here's a Java example from their website:
// Subscribe to PlayerState
mSpotifyAppRemote.getPlayerApi()
.subscribeToPlayerState()
.setEventCallback(new Subscription.EventCallback<PlayerState>() {
public void onEvent(PlayerState playerState) {
// See what values are in playerState, might be able to determine
// if it's now randomly playing?
final Track track = playerState.track;
if (track != null) {
Log.d("MainActivity", track.name + " by " + track.artist.name);
// If the track is now different, your song has finished, stop it?
}
}
});
I've put a few extra comments in the code above that might yield some results!