Example self-hosting a Web API endpoint in a Windows Service using TopShelf (https://topshelf.readthedocs.org) and TopShelf.Owin package.

App.config

<?xml version="1.0" encoding="utf-8"?>
<configuration>
  <appSettings>
    <add key="Port" value="1337"/>
  </appSettings>
    <startup> 
        <supportedRuntime version="v4.0" sku=".NETFramework,Version=v4.5.2" />
    </startup>
  <runtime>
    <assemblyBinding xmlns="urn:schemas-microsoft-com:asm.v1">
      <dependentAssembly>
        <assemblyIdentity name="Microsoft.Owin" publicKeyToken="31bf3856ad364e35" culture="neutral" />
        <bindingRedirect oldVersion="0.0.0.0-3.0.0.0" newVersion="3.0.0.0" />
      </dependentAssembly>
    </assemblyBinding>
  </runtime>
</configuration>

packages.config

<?xml version="1.0" encoding="utf-8"?>
<packages>
  <package id="Microsoft.AspNet.WebApi.Client" version="5.2.2" targetFramework="net452" />
  <package id="Microsoft.AspNet.WebApi.Core" version="5.2.2" targetFramework="net452" />
  <package id="Microsoft.AspNet.WebApi.Owin" version="5.2.2" targetFramework="net452" />
  <package id="Microsoft.Owin" version="3.0.0" targetFramework="net452" />
  <package id="Microsoft.Owin.Host.HttpListener" version="3.0.1" targetFramework="net452" />
  <package id="Microsoft.Owin.Hosting" version="3.0.0" targetFramework="net452" />
  <package id="Newtonsoft.Json" version="6.0.4" targetFramework="net452" />
  <package id="Owin" version="1.0" targetFramework="net452" />
  <package id="Topshelf" version="3.1.4" targetFramework="net452" />
  <package id="Topshelf.Owin" version="1.3.12.0" targetFramework="net452" />
</packages>

Program.cs

using System;
using System.Net;
using System.Web.Http;
using Topshelf;
using TopShelf.Owin;

namespace HelloService
{
    class Program
    {
        static void Main(string[] args)
        {
            HostFactory.Run(c =>
            {
                c.RunAsNetworkService();

                c.Service<ProxyController>(s =>
                {
                    s.ConstructUsing(name => new ProxyController());
                    s.WhenStarted((service) => service.Start());
                    s.WhenStopped((service) => service.Stop());

                    s.OwinEndpoint(app =>
                    {
                        app.Domain = "localhost";
                        app.Port = Convert.ToInt32(System.Configuration.ConfigurationManager.AppSettings["Port"]);

                        /* Windows Authentication
                        app.ConfigureAppBuilder(ab =>
                        {
                            HttpListener listener = (HttpListener)ab.Properties["System.Net.HttpListener"];
                            listener.AuthenticationSchemes = AuthenticationSchemes.IntegratedWindowsAuthentication;
                        });*/

                        app.ConfigureHttp(config =>
                        {
                            // Attribute routing
                            config.MapHttpAttributeRoutes();
                        });
                    });
                    
                });

            });
        }
    }
}

ProxyController.cs

using System;
using System.Net.Http;
using System.Threading.Tasks;
using System.Web.Http;

namespace HelloService
{
    public class ProxyController : ApiController
    {
        [Route("hello")]
        [HttpGet]
        public string Hello()
        {            
            return "Hello";
        }

        public bool Stop()
        {
            return true;
        }

        public bool Start()
        {
            return true;
        }
    }
}