Azure OpenAI support

[pelikhan]

Would it be possible to plug an Azure OpenAI client without being too intrusive?

[codelion]

At the moment we pass the OpenAI client from the proxy to the individual approaches that in turn call the base model. To support a models (deployments) on Azure, we will need to switch to the AzureOpenAI using something like this:

client = AzureOpenAI(
  azure_endpoint = os.getenv("AZURE_OPENAI_ENDPOINT"), 
  api_key=os.getenv("AZURE_OPENAI_API_KEY"),  
  api_version="2024-02-01"
)

I have opened a ticket (#13) to implement it. Happy to accept PRs as well.

[codelion]

This was implemented in #13

[pelikhan]

and #21