SortDirection sortdir = SortDirection.Ascending;

if (ViewState["SortDirection"] != null)
{
     if ((string)ViewState["sortexp"] == e.SortExpression)
     {
          sortdir = (SortDirection)ViewState["SortDirection"] == SortDirection.Ascending ? SortDirection.Descending : SortDirection.Ascending;
     }                
}

string sortexp = e.SortExpression;
ViewState["sortexp"] = sortexp;
ViewState["SortDirection"] = sortdir;
fill_grid();

When I first used this code, it was in the GridView_OnSorting event. This will sort the Sort Expression and Sort Direction in the ViewState. In the fill_grid() function I will pull these values from the ViewState to construct the sort.

Toggle Asc/Desc Sorting Gridview Columns

C#