docs(readme): mention Azure support (#253)

README.md

@@ -164,6 +164,15 @@ Error codes are as followed:
 | >=500       | `InternalServerError`      |
 | N/A         | `APIConnectionError`       |
 
+### Azure OpenAI
+
+An example of using this library with Azure OpenAI can be found [here](https://github.com/openai/openai-node/blob/master/examples/azure.ts).
+
+Please note there are subtle differences in API shape & behavior between the Azure OpenAI API and the OpenAI API,
+so using this library with Azure OpenAI may result in incorrect types, which can lead to bugs.
+
+See [`@azure/openai`](https://www.npmjs.com/package/@azure/openai) for an Azure-specific SDK provided by Microsoft.
+
 ### Retries
 
 Certain errors will be automatically retried 2 times by default, with a short exponential backoff.

examples/azure.ts

@@ -10,6 +10,9 @@ const resource = '<your resource name>';
 // Navigate to the Azure OpenAI Studio to deploy a model.
 const model = '<your model>';
 
+// https://learn.microsoft.com/en-us/azure/ai-services/openai/reference#rest-api-versioning
+const apiVersion = '2023-06-01-preview';
+
 const apiKey = process.env['AZURE_OPENAI_API_KEY'];
 if (!apiKey) {
   throw new Error('The AZURE_OPENAI_API_KEY environment variable is missing or empty.');
@@ -19,7 +22,7 @@ if (!apiKey) {
 const openai = new OpenAI({
   apiKey,
   baseURL: `https://${resource}.openai.azure.com/openai/deployments/${model}`,
-  defaultQuery: { 'api-version': '2023-06-01-preview' },
+  defaultQuery: { 'api-version': apiVersion },
   defaultHeaders: { 'api-key': apiKey },
 });