update HTTPClient for zip files

Author: geetu040

openml/_api/clients/http.py

@@ -99,10 +99,13 @@ def _get_body_filename_from_response(self, response: Response) -> str:
         if "text/xml" in content_type:
             return "body.xml"
 
+        if response.content.startswith(b"PK\x03\x04"):
+            return "body.zip"
+
         try:
             arff.loads(response.text)
             return "body.arff"
-        except arff.BadDataFormat:
+        except arff.ArffException:
             pass
 
         return "body.txt"
@@ -117,6 +120,9 @@ def _get_body_filename_from_path(self, path: Path) -> str:
         if (path / "body.arff").exists():
             return "body.arff"
 
+        if (path / "body.zip").exists():
+            return "body.zip"
+
         return "body.txt"
 
     def load(self, key: str) -> Response: