[Feature] Please add Azure OpenAI compatible endpoint support

Hi All,

Do you plan to support Azure OpenAI-compatible endpoints as well?

The following would be required to configure:

1. Endpoint URL
2. API version
3. API key
4. Custom headers
5. Possibility to add models (deployments).

The chat completion URL is very similar to Azure OpenAI: {endpoint_url}/deployments/{model_name}/chat/completions?api-version={api_version}

The request and response are the same as Azure OpenAI. Custom headers are required in case, e.g., any additional secret has to be provided.