My code for GWcode Categories add-on looks like:
{exp:gwcode_categories group_id="4" cat_url_title="{segment_2}" last_only="yes" class="list-plain" class_current="current_category"}
<a href="{path="{segment_1}/{complete_path}"}">{cat_name}</a>
/exp:gwcode_categories}
Based on Nick suggestion I have used GWcode CatMenu add-on
{exp:gwcode_catmenu group_id="4" cat_url_title="{segment_2}" min_depth="2" class="list-plain"}
<a href="{path="{segment_1}/{complete_path}"}"
{if active} class="current"{/if}>
{cat_name}
</a>
{/exp:gwcode_catmenu}
but I have no clue why on current category class is not added.
Thanks