Fluids can receive raytraced shadows and depth map shadows.

A fluid can receive raycast shadows and self shadow without requiring raytracing.

To receive shadows from other objects

1. Select the fluid container for the fluid you want to receive shadows.
2. On the fluidShape tab in the Attribute Editor, expand Render Stats.
3. Turn on Receive Shadows.
4. Turn off Self Shadow to avoid computing self shadowing twice.
   TipReceive Shadows with raytracing will be very slow.