Add support for Anthropic Claude models

[levscaut]

Why are these changes needed?

AutoGen do not currently have support for the Anthropic API.

Related issue number

#2164

Checks

• I've included any doc changes needed for https://microsoft.github.io/autogen/. See https://microsoft.github.io/autogen/docs/Contribute#documentation to build and test documentation locally.
• I've added tests (if relevant) corresponding to the changes introduced in this PR.
• I've made sure all auto checks have passed.

[levscaut]

I'm actually not sure about where to put the AnthropicClient class. It will be much more convinient to use Anthropic API if we can treat this client as same level as OpenAIClient in autogen/oai/client.py, compared to have it as an extrernal custom client. @thinkall it will be great if I can have your advice!

[ekzhu]

For such an important topic, it should be on the website rather than a notebook example.

[thinkall]

I'm actually not sure about where to put the AnthropicClient class. It will be much more convinient to use Anthropic API if we can treat this client as same level as OpenAIClient in autogen/oai/client.py, compared to have it as an extrernal custom client. @thinkall it will be great if I can have your advice!

Thanks for the contribution, @levscaut ! Currently, for the ease of maintainance, we only have openAI compatible client in the core. For non-OpenAI style client, a tutorial/notebook example would be simpler, but we could add it to the oai module if we find it's better.

Could you also add an example here: https://microsoft.github.io/autogen/docs/topics/non-openai-models/about-using-nonopenai-models? Create a page like Mistral AI. Thanks.

[ekzhu]

Agree with @thinkall. we can start with a notebook and have people try it out. Once the code is stable and we get resources for testing non-openai APIs, we can formalize it into a first-class client.

[olgavrou]

Agree with the comments for moving in the right place, but other than that LGTM

[levscaut]

Thanks for the advice! I've moved the notebook to website folder and added a link to it.

[codecov-commenter]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 37.94%. Comparing base (2053dd9) to head (9bf9cc9).

Additional details and impacted files

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  Misses       4580     4580           
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