CookieApplication.java

public class CookieApplication extends Application {

    @Override
    public void onCreate() {
        super.onCreate();

        CookieHandler defaultHandler = CookieHandler.getDefault();
        if (defaultHandler == null) {
            CookieHandler.setDefault(new CookieManager(new PersistentCookieStore(this), CookiePolicy.ACCEPT_ALL));
        }
        /***
         * PersistentCookieStore Source code
         * link : https://github.com/loopj/android-async-http/blob/master/library/src/main/java/com/loopj/android/http/PersistentCookieStore.java
         */
    }
}

Retrofit2CookieManager.java

public class Retrofit2CookieManager {

    public static final String BASE_URL = "http://your-api-url.com/";

    public static YourApiInterface getInstance() {
        // Cookies
        CookieManager cookieManager = (CookieManager) CookieHandler.getDefault();

        // Http Log
        HttpLoggingInterceptor interceptor = new HttpLoggingInterceptor();
        interceptor.setLevel(HttpLoggingInterceptor.Level.BODY);
        
        // Http Client
        OkHttpClient client = new OkHttpClient.Builder()
            .addInterceptor(interceptor)
            .cookieJar(new JavaNetCookieJar(cookieManager))
            .build();

        return new Retrofit.Builder()
            .addConverterFactory(GsonConverterFactory.create())
            .baseUrl(BASE_URL)
            .client(client)
            .build()
            .create(YourApiInterface.class);
    }
}