OpenAI improvements

[morgante]

Some improvements to the OpenAI migration we need to make:

• For the removed methods, leave a warning/exception comment (exact language forthcoming)
• For properties set on the client, we should convert them to throwing an exception:

        raise Exception("the `openai.$old_opt` option isn't read in the client API. you will need to pass it when you instantiate the client, e.g. `OpenAI($new_opt=$value)`")

[morgante]

@SarthakSingh31 Can you work on this?

[SarthakSingh31]

@morgante I can implement the second one pretty quickly. Isn't the first point already implemented?

[morgante]

Yes 1st part is done.