Add OpenAI proxy

[Dev-Khant]

Description

Add support to chat with the most popular LLMs directly. It follows the similar format at OpenAI chat completion calls.

Fixes # (issue)

Type of change

Please delete options that are not relevant.

• New feature (non-breaking change which adds functionality)
• Documentation update

How Has This Been Tested?

• Unit Test
• Test Script (please provide)

Checklist:

• My code follows the style guidelines of this project
• I have performed a self-review of my own code
• I have commented my code, particularly in hard-to-understand areas
• I have made corresponding changes to the documentation
• My changes generate no new warnings
• I have added tests that prove my fix is effective or that my feature works
• New and existing unit tests pass locally with my changes
• Any dependent changes have been merged and published in downstream modules
• I have checked my code and corrected any misspellings

Maintainer Checklist

• closes #xxxx (Replace xxxx with the GitHub issue number)
• Made sure Checks passed

[CLAassistant]

All committers have signed the CLA.

[deshraj]

This is awsome!!!