Openai_ex - OpenAI API client library

@rched I have created an issue for this.

As outlined above, I am calling a path mapping function to determine the URL just before making the API call. I have enabled this for the chat completion API in this issue branch.

Please try this out and see if this approach solves your problem.

If it does, we can apply it to all the API calls. The call signatures and semantics remain unchanged for everyone who doesn’t use the path mapping function.

I will not explicitly commit to supporting Azure, but as long as the API doesn’t deviate too far from OpenAI, this should continue to work.

If this works, it would be great if you could contribute a livebook to document how the Azure configuration should be done.