How can I play an audio stream and load into it at the same time?

I'm building an application that should play audio from a server. The app should play the audio at the same time that it receives the bytes from the server (similarily to how YouTube loads your video while playing it).

Problem is, I can't read from a stream (in order to play it) while at the same time writing into it. Streams don't allow that.

I've been thinking how I can acheive this but I'm not sure. I searched online but found nothing that solves this problem. Would appreciate advice. What's a preferably simple and good way to approach this problem?