You can get the current url from Prams object as follows

base_url = self.env['ir.config_parameter'].sudo().get_param('web.base.url')

or you can fetch the details from self.environment

Hi Prince, You try my way

Step1 : Create a javascript file and call a python function when URL changes

refer : https://www.odoo.com/forum/help-1/question/odoo-9-website-js-help-109603#answer-109604

Pass the current url in that function

Example

$(window).on('hashchange', function(e){
    ajax.jsonRpc("/action_set_current_url/", 'call', window.location.href)
});

Step2: In python function, Set the current url to session.

Example

from openerp import http
from openerp.http import request

class YourModel(http.Controller):
    @http.route(['/action_set_current_url/<string:url>'], type='json', auth="public")
    def set_current_url(self, url,**post):
        # CODE TO SET COOKIES         
        request.session['my_current_url'] = url 

Step3:

 Call the current url from your function

 Example

def your_function(self):
    # CODE TO GET URL 
    current_url = request.session.get('my_current_url')

Note : my code is not tested