Add client kwargs in openai

[kartik4949]

Description

Related Issues

Checklist

• Is this code covered by new or existing unit tests or integration tests?
• Did you run make unit-testing and make integration-testing successfully?
• Do new classes, functions, methods and parameters all have docstrings?
• Were existing docstrings updated, if necessary?
• Was external documentation updated, if necessary?

Additional Notes or Comments

[blythed]

See comment.

[codecov-commenter]

Codecov Report

All modified and coverable lines are covered by tests ✅

Comparison is base (34830a7) 80.33% compared to head (75e33e4) 78.76%.
Report is 1411 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #1708      +/-   ##
==========================================
- Coverage   80.33%   78.76%   -1.58%     
==========================================
  Files          95      122      +27     
  Lines        6602     8749    +2147     
==========================================
+ Hits         5304     6891    +1587     
- Misses       1298     1858     +560     

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