title: Set Thread.CurrentPrincipal in Owin
body: <p>Is there a good way to set my custom Principal to let business logic access full information about user that made a request to web api?</p>
  
  <p>I've tried these:</p>
  
  <ol>
  <li>Setting Thread.CurrentPrincipal in MessageHandler is overridden and later in ApiController I get a ClaimsPrincipal setted my Owin middleware</li>
  <li>Creating BaseController : ApiController and trying to set Thread.CurrentPrincipal in ExecuteAsync didn't work because I always get Request.GetOwinContext.Authentication.User.....IsAuthenticated = false, though later in ApiController method call it is set to ClaimsIdentity again </li>
  </ol>