(feat): add Faraday proxy support

[danilrwx]

Summary

Adding the ability to use a proxy when proxy from ENV is not suitable.

proxy = {
  :uri      => 'http://proxy.example.com',
  :user     => 'foo',
  :password => 'bar'
}

OpenAI::Client.new(access_token: "access_token_goes_here", proxy: proxy)

All Submissions:

• Have you followed the guidelines in our Contributing document?
• Have you checked to ensure there aren't other open Pull Requests for the same update/change?
• Have you added an explanation of what your changes do and why you'd like us to include them?

[cpb]

I checked out this branch (rebasing on alexrudall:ruby-openai main) and it worked for me!

I noticed this branch is missing test coverage. I found a couple libraries with test coverage for the proxy configuration:

• sentry-ruby tests their URI object support by checking the state
• oktokit also uses state based assertions

@alexrudall would you accept this PR with or without test coverage? Or would you prefer oktokit style test coverage?

[alexrudall]

Apologies for the delay in review.

• @danilrwx Thanks very much for this PR and for adding to the README - a bit more about when/why you might want to do this could be really helpful.

• @cpb - yes, a simple 'happy path' test would be great, can probably be added to 1 of the specs in spec/openai/client/client_spec.rb

• Just realised - I believe you can already do this by just passing a block here

• In which case, this could be just added to the existing README example to help users do this.

[cpb]

* In which case, this could be just added to the existing README example to help users do this.

Thank for the feedback @alexrudall, see:

• docs(readme): add Faraday proxy example #539

[danilrwx]

@alexrudall awesome, then I'll close the PR.