I don't think there is anything out-ot-the-box allowing to consume it without saving it as an XML first.
Do you have any suggestion to solve this problem (consume request without saving it)???
The section "Invoking asynchronous ODI web services with callbacks" of Chapter 9 of the Oracle Data Integrator 11g Cookbook provides a piece of Java code to catch the response. In the example they save it as a file but I guess you can directly process it in Java if necessary.