update openai docs

Signed-off-by: oilbeater <[email protected]>

README.md

@@ -70,6 +70,7 @@ It is written in **TypeScript**: ensuring adaptability to the rapidly evolving A
 
 ### Supported LLM Providers
 
+- [OpenAI](./docs/openai.md)
 - [Azure OpenAI](./docs/azure_openai.md)
 - [DeepSeek](./docs/deepseek.md) 
 

docs/openai.md

@@ -0,0 +1,29 @@
+# OpenAI
+
+To leverage the advanced features provided by Malacca while using the OpenAI API, you only need to adjust the `base_url` configuration in the original SDK. This simple change allows you to benefit from Malacca's capabilities such as caching, virtual key management, rate limiting, logging and all other features.
+
+You need to get the following parameters:
+
+- `Worker_Domain`: The domain url where your Worker is accessible, you can find it in your worker Settings.
+- `Virtual_Key`: The virtual key that protect your real API key.
+
+## Python Example
+
+You can use [OpenAI Python SDK](https://github.com/openai/openai-python) to visit OpenAI with Malacca endpoint.
+
+```python
+from openai import OpenAI
+
+client = OpenAI(api_key="{Virtual_Key}", base_url="https://{Worker_Domain}/openai/")
+
+response = client.chat.completions.create(
+    model="gpt-4o",
+    messages=[
+        {"role": "system", "content": "You are a helpful assistant"},
+        {"role": "user", "content": "Tell me a very short story about Malacca."},
+    ],
+    stream=False
+)
+
+print(response.choices[0].message.content)
+```