Security with Power BI Embedded

We have our data in Document Db and Power BI can fetch everything. In our custom reports we want to show only relevant data to the customer preferably by Tenant. I understand you can pass filter to the query, but that is not a suitable option.

We have thought about exposing an OData feed from our Web API that can be consumed by Power BI. To access our services you need a OAUTH token and was wondering is it possible to pass that token based on the customer login to Power BI on the fly?