GlobalConfiguration.Configuration.Filters
               .Add(new ApiValidationFilter(kernel.Get<IApiAuthenticationService>()));

kernel.Bind<IDatabaseFactory>()
      .To<DatabaseFactory>()
      .InScope(q => HttpContext.Current ?? StandardScopeCallbacks.Thread(q));

public class ApiValidationFilter : System.Web.Http.Filters.IActionFilter
    {
            private readonly IApiAuthenticationService _apiAuthenticationService;

            public ApiValidationFilter(
                IApiAuthenticationService apiAuthenticationService)
            {
                _apiAuthenticationService = apiAuthenticationService;
            }

kernel.Bind<MyContext>().ToSelf().InRequestScope();