Maintaining filter values of a web application
For a REST API it's a right way to pass the whole request context at each request — all filters. I really doubt that your filters are so huge, that overhead of transporting them is so significant that it's worth of any optimization which will lead to complication of your app for almost no benefits.
We have a web application runs on python tornado framework(MVC structure).
Application contains many filters for sorting,searching etc. 
Whenever you apply/select any filter inside the application we are using AJAX calls to send it to back-end(controller). Since we have many AJAX calls and controllers, filters needs to passed every time and each AJAX calls. Obviously there should be a better way to do it.
I checked about secured cookies which supported by tornado server and many people suggested "cookies" is the best way.
Please suggest me if there is any other way.