chore: add with_headers method

[b0xtch]

Support custom headers required for observability applications

    let client = Client::with_config(
        OpenAIConfig::default()
            .with_api_base(api_base)
            .with_headers(HashMap::from([(
                "Helicone-Auth".to_string(),
                format!("Bearer {}", config_env_var("HELICONE_API_KEY")?),
            )])),
    );

[64bit]

Thanks for the PR, I'll leave review seperately

[64bit]

Please use native HeaderMap instead of custom conversion with custom deserializer.

[64bit]

nit: since this is platform independent - this and with_headers could be a nice addition to AzureConfig as well for consistency. Not required though.

[vitorfdl]

Hey, any raeson this is not merged yet ?

[64bit]

Thanks for the PR!

The latest release has with_header method to enable this behaviour without custom deserialization implementation:

https://docs.rs/async-openai/0.31.0-alpha.7/async_openai/config/struct.OpenAIConfig.html#method.with_header, hence closing.