Security with Power BI Embedded

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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?