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/**
 * Somewhere you create a new OkHttpClient and use it on all your requests.
 */
OkHttpClient okHttpClient = new OkHttpClient();
okHttpClient.interceptors().add(new AddCookiesInterceptor());
okHttpClient.interceptors().add(new ReceivedCookiesInterceptor());

/**
 * This Interceptor add all received Cookies to the app DefaultPreferences.
 * Your implementation on how to save the Cookies on the Preferences MAY VARY.
 * <p>
 * Created by tsuharesu on 4/1/15.
 */
public class ReceivedCookiesInterceptor implements Interceptor {
    @Override
    public Response intercept(Chain chain) throws IOException {
        Response originalResponse = chain.proceed(chain.request());

        if (!originalResponse.headers("Set-Cookie").isEmpty()) {
            HashSet<String> cookies = new HashSet<>();

            for (String header : originalResponse.headers("Set-Cookie")) {
              cookies.add(header);
            }

            Preferences.getDefaultPreferences().edit()
                    .putStringSet(Preferences.PREF_COOKIES, cookies)
                    .apply();
        }

        return originalResponse;
    }
}

/**
 * This interceptor put all the Cookies in Preferences in the Request.
 * Your implementation on how to get the Preferences MAY VARY.
 * <p>
 * Created by tsuharesu on 4/1/15.
 */
public class AddCookiesInterceptor implements Interceptor {

    @Override
    public Response intercept(Chain chain) throws IOException {
        Request.Builder builder = chain.request().newBuilder();
        HashSet<String> preferences = (HashSet) Preferences.getDefaultPreferences().getStringSet(Preferences.PREF_COOKIES, new HashSet<>());
        for (String cookie : preferences) {
            builder.addHeader("Cookie", cookie);
            Log.v("OkHttp", "Adding Header: " + cookie); // This is done so I know which headers are being added; this interceptor is used after the normal logging of OkHttp
        }

        return chain.proceed(builder.build());
    }
}