I agree with Nathaniel - the correct solution is to fix your package
so that can be built as a wheel which correctly installs as you wish.
If that's not possible due to limitations in the wheel format or the
wheel building process, please file issues explaining your use case
and the problems you're having, so we can address them.

Package need to install several non-python files into specific path and we are using data_files. Because wheel doesn't support absolute path[1], these files are installed into wrong location under site-packages. I need some kind of solution for wheel to properly install them, or come up with some kind of a way to move them into proper path on a first run.

[1]: https://github.com/pypa/wheel/issues/92