[Feature Request] Support to use Azure OpenAI API

[PeterDaveHello]

OpenAI's capacity/stability is somehow not stable enough due to the high demand, also, it has some geolocation based restriction, Azure OpenAI seems to be another good option, will be nice if we could easily switch to use Azure OpenAI API.

Reference:

• https://azure.microsoft.com/en-us/products/cognitive-services/openai-service/
• https://azure.microsoft.com/en-us/blog/chatgpt-is-now-available-in-azure-openai-service/