Something missing from the other answers is the ability to use SignalR's built in custom auth classes. The actual SignalR documentation on the topic is terrible, but I left a comment at the bottom of the page detailing how to actually do it (Authentication and Authorization for SignalR Hubs).
Basically you override the Provided SignalR AuthorizeAttribute class
[AttributeUsage(AttributeTargets.Class, Inherited = false, AllowMultiple = false)]
public class CustomAuthAttribute : AuthorizeAttribute
Then you decorate your hubs with [CustomAuth] above the class declaration. You can then override the following methods to handle auth:
bool AuthorizeHubConnection(HubDescriptor hubDesc, IRequest request);
bool AuthorizeHubMethodInvocation(IHubIncomingInvokerContext hubContext, bool appliesToMethod);
Since I'm on IIS servers and have a custom auth scheme, I simply return true from the AuthorizeHubConnection method, because in my Auth HttpModule I already authenicate the /signalr/connect and /signalr/reconnect calls and save user data in an HttpContext item. So the module handles authenticating on the initial SignalR connection call (a standard HTTP call that initiates the web socket connection).
To authorize calls on specific hub methods I check method names against permissions saved in the HttpContext (it is the same HttpContext saved from the initial connect request) and return true or false based on whether the user has permission to call a certain method.
In your case you might be able to actually use the AuthorizeHubConnection method and decorate your hub methods with specific roles, because it looks like you are using a standardized identity system, but if something isn't working right you can always revert to brute force with HttpModule (or OWIN) middle-ware and looking up context data in on subsequent websocket calls with AuthorizeHubMethodInvocation.