jq.bash

function jq() {                                                                                   
if [ -f $1 ]; then
  FILE=$1; shift
  # Move FILE at the end as expected by native jq
  command jq "$@" "$FILE"
else
  command jq "$@"
fi
}

function _jq() {
COMPREPLY=()
local curr prev
curr=$2
prev=$3
#set -x
case $COMP_CWORD in
  1)
  COMPREPLY=( $(compgen -f -- $curr) )
  ;;
  2)
  keys=$(command jq -c 'paths | map(.|tostring)|join(".")' $prev  | tr -d '"' | sed 's=^=\.=')

  COMPREPLY=( $(compgen -W "$keys" -- $curr ) )
  ;;
esac
}
complete -F _jq jq

Wow Thanks! This is inspiring! I make some adjustment to fit my need along with bug fixes:

It' also ported to ZSH

local KNOWLEDGEBASE_FILE=~/knowledge-base.yml

function kb() {

  # BUGFIX: Split json_path by `.` and surround each part with double quotes
  local json_path=$1 
  json_path=(${json_path//./"\".\""})
  json_path="\"${json_path[@]}\""
  
  yq $KNOWLEDGEBASE_FILE -o=json | jq ".$json_path"
}

#autoload
_kb() {
  local state
  local -a matches
  local -a json_paths
  
  # ENHANCEMENT: add `(type != "object") so it only suggest leave node path to avoid redundancies
  json_paths=($(yq $KNOWLEDGEBASE_FILE -o=json | jq -c 'paths(type != "object")|map(.|tostring)|join(".")' | tr -d '"'))
  matches=("${json_paths[@]}")
  
  _arguments '1: :->key'
  case $state in
    key)
        _describe 'key' matches
    ;;
  esac
  
  return 0
}

autoload -Uz compinit && compinit
compdef _kb kb