I'm working on a project where we have openai protected behind a Oauth2 endpoint. Which works like a proxy, it recieves api calls we need to authenticate with oauth2 and then the requests are forwarded to I believe Azure openai.

I would like to use the official openai python client instead of writting my own httpx wrapper around the api. So I basically need to override the OpenAI class and implement my own authentication flow.

Can someone tell me how to do this? Which methods should I override? Are there examples of this I can use as reference? All help would be appreciated.