I heed to his a callback method after all REST call. I have already found a method to call before REST call, but after eludes me. Here's the code:
Class Test.REST Extends %CSP.REST
{

XData UrlMap [ XMLNamespace = "http://www.intersystems.com/urlmap" ]
{
<Routes>

<Route Url="/:classname" Method="GET" Call="TEST" Cors="true"/>

</Routes>
}

/// This method Gets called prior to dispatch of the request. Put any common code here
/// that you want to be executed for EVERY request. If pContinue is set to 0, the
/// request will NOT be dispatched according to the UrlMap. If this case it's the
/// responsibility of the user to return a response.
ClassMethod OnPreDispatch(pUrl As %String, pMethod As %String, ByRef pContinue As %Boolean) As %Status
{
    set ^CacheTemp.DBG($i(^CacheTemp.DBG)) = "OnPreDispatch"
    set pContinue = $$$YES
    quit $$$OK
}

ClassMethod TEST(name) As %Status
{
    set ^CacheTemp.DBG($i(^CacheTemp.DBG)) = "TEST"
    //w 1/0
    quit $$$OK
}

/// Issue an '500' error and give some indication as to what occurred
ClassMethod Http500(pE As %Exception.AbstractException) As %Status
{
    set ^CacheTemp.DBG($i(^CacheTemp.DBG)) = "Http500"
    quit ##super()
}

/// Doesn't work
ClassMethod OnPostHTTP() [ Abstract, ServerOnly = 1 ]
{
    set ^CacheTemp.DBG($i(^CacheTemp.DBG)) = "OnPostHTTP"
}

/// Doesn't work
ClassMethod OnPostHyperEvent(class As %String, method As %String) As %Status [ ServerOnly = 1 ]
{
    set ^CacheTemp.DBG($i(^CacheTemp.DBG)) = "OnPostHyperEvent"
    quit $$$OK
}

}
After I create /test web app with  Test.REST  and call: http;//host/test/123, ^CacheTemp.DBG looks like this:
^CacheTemp.DBG=2
^CacheTemp.DBG(1)="OnPreDispatch"
^CacheTemp.DBG(2)="TEST"
  How can I define a callback for successful REST call?