How to change angular material sort icon

::ng-deep .mat-sort-header-arrow[style] {

  // Hide default arrow stem
  .mat-sort-header-stem {
    display: none;
  }
  .mat-sort-header-indicator {
    opacity: 1;
    color: black;
    font-weight: bold;

    // Hide default arrow as its composed of left, right and middle
    .mat-sort-header-pointer-left, .mat-sort-header-pointer-right, .mat-sort-header-pointer-middle  {
      display: none;
    }
  }
}

// My custom ascending arrow
[aria-sort="ascending"] {
  ::ng-deep .mat-sort-header-arrow {
    .mat-sort-header-indicator {
      &::before {
        content: "\2191";
        top: -1.6em;
        position: absolute;
      }
    }
  }
}

// My custom descending arrow
[aria-sort="descending"] {
  ::ng-deep .mat-sort-header-arrow {
    .mat-sort-header-indicator {
      &::before {
        content: "\2193";
        top: -2.4em;
        position: absolute;
      }
    }
  }
}

@Artur

You can try this

[aria-sort='ascending'] {
  ::ng-deep .mat-sort-header-arrow{
    .mat-sort-header-indicator {
      &::before{
        font: normal normal normal 1.1rem/1 FontAwesome;
        content: "\f0d7";
        position: absolute;
        top: .2rem;
      }
    }
  }
}

[aria-sort='descending'] {
  ::ng-deep .mat-sort-header-arrow { 
    .mat-sort-header-indicator {
      &::before{
        font: normal normal normal 1.1rem/1 FontAwesome;
        content: "\f0d8";
        position: absolute;
        top: -.9rem;
      }
    }
  }
}

Try this.
app.component.ts

import {Component, ViewEncapsulation} from '@angular/core';

@Component({
  selector: 'app-root',
  templateUrl: './app.component.html',
  styleUrls: ['./app.component.css'],
  encapsulation: ViewEncapsulation.None
})
export class AppComponent {
  title = 'app';
}


app.component.css

    .mat-sort-header-stem {
    height: 3px !important;
    width: 10px !important;
    transform: rotate(180deg) !important;
}
.mat-sort-header-pointer-left, .mat-sort-header-pointer-right {
    width: 7px !important;
    height: 3px !important;
}
.mat-sort-header-pointer-middle{
    width: 0px !important;
    height: 0px !important;
}