Suppose I just want to make a program that displays the last quote of a given instrument, like in the top left corner of the JForex client. Every time a new tick arrives, I just want to display it immediately. I do not want to sit in a loop and call getLastTick(). I want to listen to the live ticks asynchronously.

But my program is not a strategy, so I feel uncomfortable using IStrategy to listen to the ticks. Is there another way to listen to the live ticks asynchronously?

A standard option would be to create a plugin:
https://www.dukascopy.com/wiki/#Plugins

The plugin could subscribe to tick feed using context.subscribeToFeed(new TicksFeedDescriptor(Instrument.EURUSD), new IFeedListener {...});