ok so here's how to do it:
using (var scope = new OperationContextScope((IContextChannel) (invocation.ChannelHolder.Channel)))
{
OperationContext.Current.OutgoingMessageProperties[HttpRequestMessageProperty.Name] = new HttpRequestMessageProperty
()
{
Headers =
{
{"client", LicenseManager.Instance.GetCurrentLicense().LicenseKey}
}
};
invocation.Proceed();
}
This code goes into Apply method of the IWcfPolicy implementation. Found solution because of this post: how to add a custom header to every wcf call