MyGet is using both Azure and KeyCDN for edge networking, so you would have to add the folowing IP-ranges:
for US East, US West and EU West from https://www.microsoft.com/en-us/download/details.aspx?id=41653
* whichever IP address resolves from your location for myget-2e16.kxcdn.com and mygetwww-2e16.kxcdn.com