Inject reqwest::Client and reuse instance

[mrcrgl]

Describe the feature or improvement you're requesting

The client is created for every request. This means, that the client will not reuse tcp connections for example. In many cases, a default client is sufficient, but I would offer to make the client configurable by the user. The timeout and proxy settings then, will be injected and not set up in the openai client.

let client = Client::builder();

#[cfg(feature = "rustls")]
let client = client.use_rustls_tls();

let client = if let Some(timeout) = self.timeout {
    client.timeout(std::time::Duration::from_secs(timeout))
} else {
    client
};

let client = if let Some(proxy) = &self.proxy {
    client.proxy(reqwest::Proxy::all(proxy).unwrap())
} else {
    client
};

let client = client.build().unwrap();

Additional context

I would implement it if this request is fine.

[dongri]

Great! Please create a PR.