OpenAI: Threads Module

[sourabhlodha]

Is your feature request related to a problem? Please describe.
As with AI platform we want to migrate current system that interacts directly with OpenAI, we will do that one piece at a time. We are starting with moving the threads first so polling sending response back can happen using OpenAI Python SDK

Describe the solution you'd like

• Adding an API to create thread or continue on same thread and return response to callback URL
• Add test cases for threads API
• Make the function customizable to include an optional parameter ex: "remove_citation" : true or false for NGOs to decide if they would like the citation or no.