Current user impersonation calling PSI function (claim based authentication)

I am trying to call PSI functions in Project Server from web part but user credentials are not passed to PSI services
exception is:

1. anonymus access is enabled and web application uses Claims based authentication

2. My code

private SvcProject.ProjectClient SetProjectClientEndpoint()
{

            const int MAXSIZE = 500000000;
            const string ROUTER_SERVICE = "http://test01/pwa/_vti_bin/PSI/ProjectServer.svc";
            BasicHttpBinding binding = null;

            binding.Name = "basicHttpConf";
            binding.AllowCookies = true;
            binding.MessageEncoding = WSMessageEncoding.Text;

            binding.OpenTimeout = TimeSpan.FromHours(1);
            binding.ReceiveTimeout = TimeSpan.FromHours(1);
            binding.SendTimeout = TimeSpan.FromHours(1);

            // If the TransferMode is buffered, the MaxBufferSize and
            // MaxReceived MessageSize must be the same value.
            binding.TransferMode = TransferMode.Buffered;
            binding.MaxBufferSize = MAXSIZE;
            binding.MaxReceivedMessageSize = MAXSIZE;
            binding.ReaderQuotas.MaxArrayLength = MAXSIZE;
            binding.ReaderQuotas.MaxNameTableCharCount = MAXSIZE;

            binding.Security.Transport.ClientCredentialType = HttpClientCredentialType.Ntlm;
            binding.Security.Transport.ProxyCredentialType = HttpProxyCredentialType.Ntlm;
            binding.Security.Transport.Realm = "";

            // The endpoint address is the ProjectServer.svc router for all public PSI calls.
            EndpointAddress address = new EndpointAddress(ROUTER_SERVICE);

            SvcProject.ProjectClient projectClient = new SvcProject.ProjectClient(binding, address);
            projectClient.ChannelFactory.Credentials.Windows.AllowedImpersonationLevel
                = TokenImpersonationLevel.Impersonation;
            projectClient.ChannelFactory.Credentials.Windows.AllowNtlm = true;

            return projectClient;

}

3. Function call:

            SvcProject.ProjectClient projectClient = SetProjectClientEndpoint();
            projectClient.ReadProject(this.ProjectGuid, SvcProject.DataStoreEnum.WorkingStore);

4. Exception happens on ReadProject function:

"The HTTP request is unauthorized with client authentication scheme 'Negotiate'. The authentication header received from the server was 'Negotiate,NTLM'"

If I change my code and hardcode user like this:

projectClient.ChannelFactory.Credentials.Windows.ClientCredential.UserName = "myuser";

projectClient.ChannelFactory.Credentials.Windows.ClientCredential.Password = "mypass";

projectClient.ChannelFactory.Credentials.Windows.ClientCredential.Domain = "mydomain";

 I don't get the error, but I don't want that because some other part of my code then don't work, I need to call PSI with current user. How?