Has Phalcon an implementation of filters like sfFilter in symfony?

I mean this http://www.symfony-project.org/api/1_4/sfFilter

It very useful thing for intercepting incoming requests.

  1. you make filters list in filters.yml
cookie:
  class: cookieFilter

setsessiondefaults:
  class: setSessionDefaultsFilter

clearrequest:
  class: clearRequestFilter
  1. All filters will execute from /lib/filters before any of controllers starts

Some of that functionality might be available in the routing

Yes, but only for certain route.