services.AddAuthentication(CookieAuthenticationDefaults.AuthenticationScheme);

"dependencies": {
    "Microsoft.AspNet.OData": "5.9.1",
    "Microsoft.AspNet.SignalR": "2.2.1",
    "Microsoft.AspNet.WebApi.Client": "5.2.3",
    "Microsoft.AspNet.WebApi.Core": "5.2.3",
    "Microsoft.AspNet.WebApi.Owin": "5.2.3",
    "Microsoft.AspNetCore.Diagnostics": "1.0.0",
    "Microsoft.AspNetCore.Hosting": "1.0.0",
    "Microsoft.AspNetCore.Mvc": "1.0.0",
    "Microsoft.AspNetCore.Owin": "1.0.0",
    "Microsoft.AspNetCore.Server.IISIntegration": "1.0.0",
    "Microsoft.AspNetCore.Server.Kestrel": "1.0.0",
    "Microsoft.Extensions.Logging.Console": "1.0.0",
    "Microsoft.Net.Http": "2.2.29",
    "Microsoft.Owin": "3.0.1",
    "Microsoft.Owin.Diagnostics": "3.0.1",
    "Microsoft.Owin.FileSystems": "3.0.1",
    "Microsoft.Owin.StaticFiles": "3.0.1",
    "Newtonsoft.Json": "9.0.1"
  },
//etc...

namespace OwinCore
{
    public static class OwinExtensions
    {
        public static IApplicationBuilder UseOwinApp(
            this IApplicationBuilder aspNetCoreApp,
            Action<IAppBuilder> configuration)
        {
            return aspNetCoreApp.UseOwin(setup => setup(next =>
            {
                AppBuilder owinAppBuilder = new AppBuilder();

                IApplicationLifetime aspNetCoreLifetime = (IApplicationLifetime)aspNetCoreApp.ApplicationServices.GetService(typeof(IApplicationLifetime));

                AppProperties owinAppProperties = new AppProperties(owinAppBuilder.Properties);

                owinAppProperties.OnAppDisposing = aspNetCoreLifetime?.ApplicationStopping ?? CancellationToken.None;

                owinAppProperties.DefaultApp = next;

                configuration(owinAppBuilder);

                return owinAppBuilder.Build<Func<IDictionary<string, object>, Task>>();
            }));
        }
    }
}

namespace OwinCore
{
    public class AddSampleHeaderToResponseHeadersOwinMiddleware : OwinMiddleware
    {
        public AddSampleHeaderToResponseHeadersOwinMiddleware(OwinMiddleware next)
            : base(next)
        {
        }
        public async override Task Invoke(IOwinContext context)
        {
            //throw new InvalidOperationException("ErrorTest");

            context.Response.Headers.Add("Test", new[] { context.Request.Uri.ToString() });

            await Next.Invoke(context);
        }
    }
}

public void Configure(IApplicationBuilder aspNetCoreApp, IHostingEnvironment env)
        {
            aspNetCoreApp.UseOwinApp(owinApp =>
            {
                if (env.IsDevelopment())
                {
                    owinApp.UseErrorPage(new ErrorPageOptions()
                    {
                        ShowCookies = true,
                        ShowEnvironment = true,
                        ShowExceptionDetails = true,
                        ShowHeaders = true,
                        ShowQuery = true,
                        ShowSourceCode = true
                    });
                }

                owinApp.Use<AddSampleHeaderToResponseHeadersOwinMiddleware>();
            });
        }

namespace OwinCore
{
    public class AddSampleHeaderToResponseHeadersAspNetCoreMiddlware
    {
        private readonly RequestDelegate Next;

        public AddSampleHeaderToResponseHeadersAspNetCoreMiddlware(RequestDelegate next)
        {
            Next = next;
        }

        public async Task Invoke(HttpContext context)
        {
            //throw new InvalidOperationException("ErrorTest");

            context.Response.Headers.Add("Test2", new[] { "some text" });

            await Next.Invoke(context);
        }
    }
}

public void Configure(IApplicationBuilder aspNetCoreApp, IHostingEnvironment env)
        {
            aspNetCoreApp.UseOwinApp(owinApp =>
            {
                if (env.IsDevelopment())
                {
                    owinApp.UseErrorPage(new ErrorPageOptions()
                    {
                        ShowCookies = true,
                        ShowEnvironment = true,
                        ShowExceptionDetails = true,
                        ShowHeaders = true,
                        ShowQuery = true,
                        ShowSourceCode = true
                    });
                }

                owinApp.Use<AddSampleHeaderToResponseHeadersOwinMiddleware>();
            });

            aspNetCoreApp.UseMiddleware<AddSampleHeaderToResponseHeadersAspNetCoreMiddlware>();
        }

namespace OwinCore
{
    public class Product
    {
        public int Id { get; set; }
        public string Name { get; set; }
        public decimal Price { get; set; }
    }
}

namespace OwinCore
{
    public class ProductsController : ODataController
    {
        [EnableQuery]
        public IQueryable<Product> Get()
        {
            return new List<Product>
            {
                 new Product { Id = 1, Name = "Test" , Price = 10 }
            }
            .AsQueryable();
        }
    }
}

public void Configure(IApplicationBuilder aspNetCoreApp, IHostingEnvironment env)
        {
            //aspNetCoreApp.UseMvc();

            aspNetCoreApp.UseOwinApp(owinApp =>
            {
                if (env.IsDevelopment())
                {
                    owinApp.UseErrorPage(new ErrorPageOptions()
                    {
                        ShowCookies = true,
                        ShowEnvironment = true,
                        ShowExceptionDetails = true,
                        ShowHeaders = true,
                        ShowQuery = true,
                        ShowSourceCode = true
                    });
                }
                // owinApp.UseFileServer(); as like as asp.net core static files middleware
                // owinApp.UseStaticFiles(); as like as asp.net core static files middleware
                // owinApp.UseWebApi(); asp.net web api / odata / web hooks

                HttpConfiguration webApiConfig = new HttpConfiguration();
                ODataModelBuilder odataMetadataBuilder = new ODataConventionModelBuilder();
                odataMetadataBuilder.EntitySet<Product>("Products");
                webApiConfig.MapODataServiceRoute(
                    routeName: "ODataRoute",
                    routePrefix: "odata",
                    model: odataMetadataBuilder.GetEdmModel());
                owinApp.UseWebApi(webApiConfig);

                owinApp.MapSignalR();

                //owinApp.Use<AddSampleHeaderToResponseHeadersOwinMiddleware>();
            });

            //aspNetCoreApp.UseMiddleware<AddSampleHeaderToResponseHeadersAspNetCoreMiddlware>();
        }

http://localhost:YourPort/odata/Products

{ 
 "@odata.context":"http://localhost:4675/odata/$metadata#Products","value":[
    {
      "Id":1,"Name":"Test","Price":10
    }
  ]
}