public class ProjectInstaller : ScriptableObjectInstaller
{
    public override void InstallBindings()
    {
        Container.BindFactory<AppStateMachine, Type, IExitableState, StatePlaceholderFactory>().FromFactory<StateFactory>();
    }
}

public class StatePlaceholderFactory : PlaceholderFactory<AppStateMachine, Type, IExitableState>
{
}

public class StateFactory : IFactory<AppStateMachine, Type, IExitableState>
{
    private readonly DiContainer diContainer;

    [Inject]
    private void Construct(/*Here some services*/)
    {

    }

    public StateFactory(DiContainer container)
    {
        diContainer = container;
    }

    public IExitableState Create(AppStateMachine param, Type type)
    {
        return (IExitableState)diContainer.Instantiate(type, new[] { param });
    }
}

public class Test : IExitableState
{
    public Test(AppStateMachine stateMachine)
    {
    }
}

public interface IExitableState
{
}

public class AppStateMachine
{
}