This gist provides a basic implementation on how you can use Piwik in a MDS enabled Site Collection

PiwikWithSharePointMinimalDownloadStrategy.js

var SpPiwik;
(function (SpPiwik) {
    SpPiwik.init = function () {
        window._paq = window._paq || [];
        /* tracker methods like "setCustomDimension" should be called before "trackPageView" */
        window._paq.push(['enableLinkTracking']);
		window._paq.push(['trackPageView']);        
        (function () {
            var u = "//piwikserver.domain.de/";
            window._paq.push(['setTrackerUrl', u + 'piwik.php']);
            window._paq.push(['setSiteId', '1']);
            var d = document, g = d.createElement('script'), s = d.getElementsByTagName('script')[0];
            g.type = 'text/javascript';
            g.async = true;
            g.defer = true;
            g.src = u + 'piwik.js';
            s.parentNode.insertBefore(g, s);
        })();
    };
    SpPiwik.register = function () {
        if (typeof window.RegisterModuleInit !== 'undefined' 
		&& typeof window._spPageContextInfo !== 'undefined' ) {
            var thisUrl = '~siteCollection/Style Library/sppiwik.js'.replace('~siteCollection/', window._spPageContextInfo.siteServerRelativeUrl);
            window.RegisterModuleInit(thisUrl, SpPiwik.init);
        }
        SpPiwik.init();
    };
})(SpPiwik || (SpPiwik = {}));
(function () {
    window._spBodyOnLoadFunctions.push(SpPiwik.register);
})();