Add azure support <Feature request>

[amitrahav]

Please add azure openai support that will receive a different openai endpoint.

[Ran-Mewo]

just add a way to change the openai base url from the cli so we can use the azure endpoint or any proxy endpoint

[vicdotdevelop]

+1

[krrishdholakia]

I believe this should now be covered with the LiteLLM integration @amitrahav @Ran-Mewo @vicdotdevelop

https://github.com/joshpxyne/gpt-migrate/blob/8f6dfdd45096716aa078fcd659e50aa04b44fec7/gpt_migrate/ai.py#L23

https://docs.litellm.ai/docs/providers/azure

Happy to make a PR if there's anything you feel is missing

cc: @joshpxyne

[geekyme-fsmk]

@krrishdholakia so if I'm using Azure, do I still have to set the env var OPENAI_API_KEY?

Or would simply setting AZURE_API_KEY, AZURE_API_BASE, AZURE_API_VERSION work?

[geekyme-fsmk]

Without OPENAI_API_KEY, the command expects the env to be set.

When i set it to a dummy value, I get:

litellm.exceptions.APIConnectionError: Error code: 401 - {'error': {'message': 'Missing Authentication header', 'code': 401}}

I don't think Azure is supported with the current codebase sadly.