import requests,io,urllib2
url="http://mp3.stream.tb-group.fm/tb.mp3?"
response = urllib2.urlopen(url)
CHUNK = 16 * 1024
with open("out_.mp3","wb") as f:
   while True:
      try:
       chunk = response.read(CHUNK)
       if not chunk: break
       f.write(chunk)
      except KeyboardInterrupt:
       f.close()
       break

C++ (Qt)
#include <QCoreApplication>
#include <QNetworkAccessManager>
 
#include <QFile>
#include <QDebug>
#include <QThread>
#include <QNetworkReply>
#include <QNetworkRequest>
 
class KeyboaradHandler : public QObject
{
    Q_OBJECT
public:
    Q_INVOKABLE void start() {
        if (QThread::currentThread() != thread()) {
            QMetaObject::invokeMethod(this, "start", Qt::QueuedConnection);
            return;
        }
        getchar();
        emit done();
    }
 
signals:
    void done();
};
 
class Handler : public QObject
{
    Q_OBJECT
public:
    Handler() :
        mKeyboard(new KeyboaradHandler()),
        mFile(nullptr)
    {
        connect(mKeyboard, &KeyboaradHandler::done,
                this, &Handler::onDone, Qt::QueuedConnection);
 
        QNetworkRequest req(QUrl::fromUserInput("http://mp3.stream.tb-group.fm/tb.mp3?"));
        QNetworkReply *reply = mNetworkManager.get(req);
        connect(reply, &QNetworkReply::readyRead,
                this, &Handler::onReadyRead);
    }
 
    ~Handler() {
        if (mFile) {
            mFile->close();
            delete mFile;
        }
        mKeyboard->deleteLater();
        mThread.quit();
        mThread.wait();
    }
 
    void onDone() {
        qDebug() << "finish....";
 
        qApp->quit();
    }
 
    void onReadyRead() {
        if (!mFile) {
            mFile = new QFile("test.mp3");
            if (!mFile->open(QIODevice::WriteOnly)) {
                qDebug() << "unable to open file";
                qApp->quit();
                return;
            }
        } else if (!mThread.isRunning()) {
            qDebug() << "let's go!";
            startWaitAnyKey();
        }
        QNetworkReply *r = qobject_cast<QNetworkReply*>(sender());
        mFile->write(r->readAll());
    }
 
    void startWaitAnyKey() {
        mThread.start();
        mKeyboard->moveToThread(&mThread);
        mKeyboard->start();
    }
 
 
signals:
 
 
private:
    QNetworkAccessManager mNetworkManager;
    QThread mThread;
    KeyboaradHandler *mKeyboard;
    QFile *mFile;
};
 
 
 
 
int main(int argc, char *argv[])
{
    QCoreApplication a(argc, argv);
    Handler h;
 
    return a.exec();
}
 
#include "main.moc"