Server side:
public override Task OnConnected()
{
var connectionId = Context.ConnectionId;
var user = Context.User.Identity.Name; // Context.User is NULL
Pass your username using query string.
Client
First set query string
string url = @"http://localhost:8080/";
var connection = new HubConnection(url);
_hub = connection.CreateHubProxy("TestHub");
connection.qs = { 'username' : 'anik' };
connection.Start().Wait();
Server
public override Task OnConnected()
{
var username= Context.QueryString['username'];
return base.OnConnected();
}