Fix code scanning alert no. 18: Full server-side request forgery

[arpitjain099]

Fixes https://github.com/arpitjain099/openai/security/code-scanning/18

To fix the problem, we need to ensure that the URL used in the HTTP request is both validated and sanitized. This can be achieved by:

1. Using a more robust method to validate the URL, such as checking its scheme and netloc.
2. Ensuring that the URL is constructed in a way that prevents manipulation.

We will:

1. Add a function to validate the URL.
2. Use this function to check the URL before making the request.

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