SignInManager IsSignedIn returns false in SignalR hub

I deploy Asp.Net Core app with SignalR functionality (Gray.microsoft.aspnetcore.signalr.server package) and whant to add Identity authorize checking in a Hub class.

public class FooHub : Hub 
{
    private SignInManager<ApplicationUser> SignInManager;
    public FooHub(SignInManager<ApplicationUser> SignInManager)
    {
        this.SignInManager = SignInManager;
    }
    //server method with authorization checking
    public void Method()
    {
        if (!IsAuthorize()) return;
    }

    private bool IsAuthorize()
    {
        return SignInManager.IsSignedIn((ClaimsPrincipal)Context.User);
    }
}

SignInManager.IsSignedIn returns false despite of my user is authorized with Identity scheme.

In source code of IsSignedIn method I found the code (simplified):

return principal.Identities.Any(i => i.AuthenticationType == IdentityConstants.ApplicationScheme);

However there is AuthenticationType == null in Hub.Context.User (so, IsSignedIn returns false).

I know in Controller actions this field is mined from HttpContext instance. The question is how can I set it in Hub class manually to IsSignedIn returns true?