You can use the following POSIX-compliant shell function.
The only prerequisite is a Unix platform where stdin is represented as file /dev/stdin, which is generally the case nowadays.
You'll get a false positive only in one - very unusual - scenario: if, while sourcing a script, you also provide pipeline input; e.g., echo hi | . selfie.sh
#!/bin/sh
# Indicates via exit code whether the contents of the script at hand
# were provided through a pipe, e.g., `curl .... | sh`.
# Caveat: You'll get a false positive in the following - exotic - corner case:
#         ... | . script # combination of pipeline input and sourcing.
isThisScriptPiped() {
  if [ ! -f "$0" ] || [ -x "$0" ] && POSIXLY_CORRECT=1 file -- "$0" | grep -Fvq 'text'; then
    if POSIXLY_CORRECT=1 file -i /dev/stdin | grep -Fq 'fifo'; then
      return 0
    fi
  fi
  return 1
}
# Sample call
isThisScriptPiped && echo 'PIPED' || echo 'NOT piped'
Here's an annotated version of the same function:
#!/bin/sh
# Note: POSIXLY_CORRECT is set below to make the GNU `file` utility behave
#       in a POSIX-compliant manner so as to report the type of the *target*
#       in the event that the operand is a *symlink*.
#       This *could* happen with a shell executable that is a symlink, and 
#       *definitely* happens with /dev/stdin, which on Linux is a symlink to
#       /proc/self/fd/0.
# Indicates via exit code whether the contents of the script at hand
# were provided through a pipe, e.g., `curl .... | sh`.
# Caveat: You'll get a false positive in the following - exotic - corner case:
#         ... | . script # combination of pipeline input and sourcing.
isThisScriptPiped() {
  # Test 1 of 2: Check if $0 refers to:
  #  either: a nonexisting file (implies that $0 refers to an executable in
  #          the path)
  #  or: an executable file that is not text-based (not a shell script)
  # Both cases imply that $0 refers to a shell executable, which in turn implies
  # that no filename argument (script file path) was passed to the shell.
  # Note that while `file` implementations differ, their output for text-based
  # executables (shell scripts) always contains 'text' (POSIX mandates
  # 'commands text', but neither BSD nor GNU `file` do that).
  if [ ! -f "$0" ] || [ -x "$0" ] && POSIXLY_CORRECT=1 file -- "$0" | grep -Fvq 'text'; then
    # The implication is that the script contents comes from:
    #  - either: stdin - whether through input redirection (sh < script) or
    #            from a pipe (... | sh)
    #  - or: from sourcing (. script)
    # Note that in sh there is no way that I know of that lets you determine
    # reliably whether the script is being sourced. Knowing whether the script
    # is being sourced *or* provided via stdin is as close as you can get.
    # (To check for sourcing in Bash, Ksh, or Zsh, see 
    #  http://stackoverflow.com/a/28776166/45375 )
    # Test 2 of 2:
    #  See if stdin is connected to a pipe, which in combination with test 1
    #  implies that the script contents is being piped, EXCEPT in one scenario:
    #  Caveat: You'll get a false positive in the following - very unusual - 
    #          corner case:
    #            ... | . script # combination of sourcing and pipe input
    #  Note:
    #    - POSIX mandates that when passing a FIFO (named pipe) to `file`
    #      the output contain the string 'fifo', which is true of both BSD
    #      and GNU `file`.
    #    - Option -i is crucial to prevent `file` from trying to
    #      read the *contents* of stdin; with -i, it just reports the basic
    #      file type.
    if POSIXLY_CORRECT=1 file -i /dev/stdin | grep -Fq 'fifo'; then
      return 0
    fi
  fi
  return 1
}
# Sample call
isThisScriptPiped && echo 'PIPED' || echo 'NOT piped'