feat: add azure openai

[JetSquirrel]

Hi Team,

I add azure openai services to the project, and now we can use azure openai as follows:

export AZURE_OPENAI_API_KEY="your_api_key_here"
export AZURE_OPENAI_API_BASE="your_api_base_here"

you can reference this doc, thank you very much.

[chenweize1998]

Thanks for the PR! Please double check the comment I have made above.

[JetSquirrel]

Thanks! I updated it, please review again.