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Azure Open AI v1 endpoint support #1797

@dylanwe

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@dylanwe

Hi Koog team 👋,

Koog mentions that it supports Azure Open AI, but the current simpleAzureOpenAIExecutor doesn’t work with the v1 endpoint. Instead, we could use the OpenAILLMClient together with a HttpClient argument to pass the api-key header required for subscription keys. Not to say that it currently isn't possible to use the modern version of Azure Open AI but it doesn't feel like a well supported part of Koog.

The OpenAI Java SDK lets users provide a credential, which sets the correct header for OpenAI, Azure Open AI (using a subscription key), or Azure Open AI Entra ID passwordless authentication. Koog could consider a similar approach, or create a new LLMClient like AzureOpenAILLMClient, which would build an OpenAILLMClient and allow the correct authentication headers to be set.

Thank you for the great library, love to see AI stuff written in Kotlin 💜

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