var xhr = new XMLHttpRequest();
xhr.open("GET", requestUrl);
xhr.responseType = "blob";

xhr.onload = function () {
    saveData(this.response, 'filename'); // saveAs is now your function
};
xhr.send();

function saveData(blob, fileName)
    var a = document.createElement("a");
    document.body.appendChild(a);
    a.style = "display: none";

    var url = window.URL.createObjectURL(blob);
    a.href = url;
    a.download = fileName;
    a.click();
    window.URL.revokeObjectURL(url);
}