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Add native OpenAI API integration #70

@albamoleroo

Description

@albamoleroo

Hi,

I’d like to add native support for invoking OpenAI’s REST API directly within pywhyllm, enabling:

  • Easier downstream integrations (multi-repo usage, orchestration tools, internal platforms)
  • Greater control over request/response handling (streaming, tool/function calling, response format validation)
  • A clearer abstraction boundary for adding additional model providers later (Anthropic, Azure OpenAI, Ollama, local backends, etc.)

If no one is already working on this, I’m happy to open a PR implementing an initial provider. Please let me know if someone is already working on this (I didn’t want to duplicate effort).

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