Yes, you can add hook function slime-connected-hook in emacs,for example,

(defun slime-repl-setup-initial-packages ()
  (loop for package in '(:ab :project-a :project-b :project-c)
       do
       (when (slime-eval `(cl:if (cl:find-package ,package) t))
         (slime-repl-set-package package)
         (return))))
(add-hook 'slime-connected-hook 'slime-repl-setup-initial-packages t)