feat: Add Azure OpenAI support and configuration instructions

[yazdipour]

Provide Azure OpenAI API support for Litellm. #6
This PR might not be useful if the goal is to drop litellm. But for others, they can use this branch if they want azure support.

[Copilot]

Pull Request Overview

This PR adds support for Azure OpenAI API integration and updates configuration instructions to support both OpenAI and Azure deployments.

• Introduces Azure configuration in the assistant's initialization and error handling.
• Refactors the streaming completion call to include Azure-specific API parameters.
• Updates the README with clear Azure OpenAI configuration instructions.

Reviewed Changes

Copilot reviewed 2 out of 2 changed files in this pull request and generated 2 comments.

File	Description
src/chatdbg/assistant/assistant.py	Adds Azure environment variable checks, error messaging for Azure, and updates completion query parameters.
README.md	Provides detailed instructions for configuring Azure OpenAI alongside the existing OpenAI setup.

Comments suppressed due to low confidence (1)

src/chatdbg/assistant/assistant.py:47

• [nitpick] It's not immediately clear why 'using_azure' is set to True only when the model name does not start with 'azure'. Consider adding an inline comment to clarify the decision logic behind this condition.

        if all(k in os.environ for k in ["AZURE_API_KEY", "AZURE_API_BASE", "AZURE_API_VERSION"]):

[emeryberger]

Please see the above review and also run black on your code so it passes the format checks.

[nicovank]

Thanks! I did some work moving away from LiteLLM, on pause for now but will complete when I get time. In the meantime this is a good fix. Provided we switch back to the vanilla OpenAI API, can you confirm that Azure will then be supported by just imply setting those environment variables?

I'm not super familiar with Azure, looking into testing this over the next few days.

[yazdipour]

Should be ready now.
Also I tried it on my usecase and it worked.