feat(examples): add dynamic proxy forwarding example

examples/dynamic_proxy_forwarding.py

@@ -0,0 +1,46 @@
+"""
+Example: forwarding OpenAI requests through an intermediary proxy.
+
+Machine A sends requests to Machine B, and Machine B forwards to the OpenAI service while preserving streaming responses.
+"""
+
+import os
+import httpx
+from openai import OpenAI, AsyncOpenAI
+
+# Base URL for your proxy server (Machine B)
+proxy_base_url = os.getenv("PROXY_BASE_URL", "http://my.proxy.host:8080/v1")
+
+
+def run_sync_example() -> None:
+    """Synchronously send a chat completion request via the proxy and stream the response."""
+    client = OpenAI(
+        base_url=proxy_base_url,
+        http_client=httpx.Client(proxies=proxy_base_url),
+    )
+    with client.chat.completions.stream(
+        model="gpt-4o",
+        messages=[{"role": "user", "content": "Hello!"}],
+    ) as stream:
+        for event in stream:
+            print(event.content or "", end="", flush=True)
+
+
+async def run_async_example() -> None:
+    """Asynchronously send a chat completion request via the proxy and stream the response."""
+    async_client = AsyncOpenAI(
+        base_url=proxy_base_url,
+        http_client=httpx.AsyncClient(proxies=proxy_base_url),
+    )
+    async with async_client.chat.completions.stream(
+        model="gpt-4o",
+        messages=[{"role": "user", "content": "Hi!"}],
+    ) as stream:
+        async for event in stream:
+            print(event.content or "", end="", flush=True)
+
+
+if __name__ == "__main__":
+    # For demonstration purposes, run the synchronous example when executed directly.
+    run_sync_example()
+    # To run the asynchronous example, use: asyncio.run(run_async_example())