As a rbenv user, you can install readline and ruby_build with Homebrew:

$ brew install readline ruby-build

now set the configure options when compile Ruby:

$ RUBY_CONFIGURE_OPTS=--with-readline-dir=`brew --prefix readline` rbenv install 2.3.1

and then don't forget to add:

IRB.conf[:SAVE_HISTORY] = 1_000

in your ~/.irbrc file