How to write a custom filter in spring security?

I want to receive some information per request, so I think instead of having a function for each request and obtaining those information from requests separately, it's better to have a filter.
So every request shall pass that filter and I gain what I want.

The question is: How can I write a custom filter?
Suppose it is not like any predefined spring security filters and it is totally new.

You can use the standard Java filter. Just place it after authentication filter in web.xml (this means that it will go later in the filter chain and will be called after security filter chain).

public class CustomFilter implements Filter{
	
	@Override
	public void destroy() {
		// Do nothing
	}

	@Override
	public void doFilter(ServletRequest req, ServletResponse res,
			FilterChain chain) throws IOException, ServletException {
		
			HttpServletRequest request = (HttpServletRequest) req;
	
			Authentication authentication = SecurityContextHolder.getContext().getAuthentication();
	
			Set<String> roles = AuthorityUtils.authorityListToSet(authentication.getAuthorities());
			if (roles.contains("ROLE_USER")) {
			    request.getSession().setAttribute("myVale", "myvalue");
			}
	
			chain.doFilter(req, res);
		
	}

	@Override
	public void init(FilterConfig arg0) throws ServletException {
		// Do nothing
	}

}

Fragment of web.xml:

<!-- The Spring Security Filter Chain -->
<filter>
	<filter-name>springSecurityFilterChain</filter-name>
	<filter-class>org.springframework.web.filter.DelegatingFilterProxy</filter-class>
</filter>

<filter-mapping>
	<filter-name>springSecurityFilterChain</filter-name>
	<url-pattern>/*</url-pattern>
</filter-mapping>

<!-- Your filter definition -->
<filter>
	<filter-name>customFilter</filter-name>
	<filter-class>com.yourcompany.test.CustomFilter</filter-class>
</filter>
<filter-mapping>
	<filter-name>customFilter</filter-name>
	<url-pattern>/VacationsManager.jsp</url-pattern>
</filter-mapping>

Also you can add handler that will be invoked after successfull login (you need to extend SavedRequestAwareAuthenticationSuccessHandler). Look here how to do this. And I think that this is even better idea.

---

UPDATED:
Or you can have this filter at the end of your security filters like this:

<security:filter-chain-map>
    <sec:filter-chain pattern="/**"
			filters="
		ConcurrentSessionFilterAdmin, 
        securityContextPersistenceFilter, 
        logoutFilterAdmin, 
        usernamePasswordAuthenticationFilterAdmin, 
        basicAuthenticationFilterAdmin, 
        requestCacheAwareFilter, 
        securityContextHolderAwareRequestFilter, 
        anonymousAuthenticationFilter, 
        sessionManagementFilterAdmin, 
      	exceptionTranslationFilter, 
      	filterSecurityInterceptorAdmin,
      	MonitoringFilter"/> <!-- Your Filter at the End -->
</security:filter-chain-map>

And to have your filter, you may use this:

public class MonitoringFilter extends GenericFilterBean{
@Override
public void doFilter(ServletRequest request, ServletResponse response,
		FilterChain chain) throws IOException, ServletException {
	//Implement this Function to have your filter working
}

Just throwing this in the mix; how about using custom-filter inside http element:

<security:http auto-config="false" ...>
  ...
  <security:custom-filter position="FORM_LOGIN_FILTER" ref="MyCustomFilter" />
</security:http>