Adds Azure OpenAI support (#769)

## Summary

This PR introduces support for Azure OpenAI as a provider within the
Codex CLI. Users can now configure the tool to leverage their Azure
OpenAI deployments by specifying `"azure"` as the provider in
`config.json` and setting the corresponding `AZURE_OPENAI_API_KEY` and
`AZURE_OPENAI_API_VERSION` environment variables. This functionality is
added alongside the existing provider options (OpenAI, OpenRouter,
etc.).

Related to #92

**Note:** This PR is currently in **Draft** status because tests on the
`main` branch are failing. It will be marked as ready for review once
the `main` branch is stable and tests are passing.

---

## What’s Changed

-   **Configuration (`config.ts`, `providers.ts`, `README.md`):**
- Added `"azure"` to the supported `providers` list in `providers.ts`,
specifying its name, default base URL structure, and environment
variable key (`AZURE_OPENAI_API_KEY`).
- Defined the `AZURE_OPENAI_API_VERSION` environment variable in
`config.ts` with a default value (`2025-03-01-preview`).
    -   Updated `README.md` to:
        -   Include "azure" in the list of providers.
- Add a configuration section for Azure OpenAI, detailing the required
environment variables (`AZURE_OPENAI_API_KEY`,
`AZURE_OPENAI_API_VERSION`) with examples.
- **Client Instantiation (`terminal-chat.tsx`, `singlepass-cli-app.tsx`,
`agent-loop.ts`, `compact-summary.ts`, `model-utils.ts`):**
- Modified various components and utility functions where the OpenAI
client is initialized.
- Added conditional logic to check if the configured `provider` is
`"azure"`.
- If the provider is Azure, the `AzureOpenAI` client from the `openai`
package is instantiated, using the configured `baseURL`, `apiKey` (from
`AZURE_OPENAI_API_KEY`), and `apiVersion` (from
`AZURE_OPENAI_API_VERSION`).
- Otherwise, the standard `OpenAI` client is instantiated as before.
-   **Dependencies:**
- Relies on the `openai` package's built-in support for `AzureOpenAI`.
No *new* external dependencies were added specifically for this Azure
implementation beyond the `openai` package itself.

---

## How to Test

*This has been tested locally and confirmed working with Azure OpenAI.*

1.  **Configure `config.json`:**
Ensure your `~/.codex/config.json` (or project-specific config) includes
Azure and sets it as the active provider:
    ```json
    {
      "providers": {
        // ... other providers
        "azure": {
          "name": "AzureOpenAI",
"baseURL": "https://YOUR_RESOURCE_NAME.openai.azure.com", // Replace
with your Azure endpoint
          "envKey": "AZURE_OPENAI_API_KEY"
        }
      },
      "provider": "azure", // Set Azure as the active provider
      "model": "o4-mini" // Use your Azure deployment name here
      // ... other config settings
    }
    ```
2.  **Set up Environment Variables:**
    ```bash
    # Set the API Key for your Azure OpenAI resource
    export AZURE_OPENAI_API_KEY="your-azure-api-key-here"

# Set the API Version (Optional - defaults to `2025-03-01-preview` if
not set)
# Ensure this version is supported by your Azure deployment and endpoint
    export AZURE_OPENAI_API_VERSION="2025-03-01-preview"
    ```
3.  **Get the Codex CLI by building from this PR branch:**
Clone your fork, checkout this branch (`feat/azure-openai`), navigate to
`codex-cli`, and build:
    ```bash
    # cd /path/to/your/fork/codex
    git checkout feat/azure-openai # Or your branch name
    cd codex-cli
    corepack enable
    pnpm install
    pnpm build
    ```
4.  **Invoke Codex:**
Run the locally built CLI using `node` from the `codex-cli` directory:
    ```bash
    node ./dist/cli.js "Explain the purpose of this PR"
    ```
*(Alternatively, if you ran `pnpm link` after building, you can use
`codex "Explain the purpose of this PR"` from anywhere)*.
5. **Verify:** Confirm that the command executes successfully and
interacts with your configured Azure OpenAI deployment.

---

## Tests

- [x] Tested locally against an Azure OpenAI deployment using API Key
authentication. Basic commands and interactions confirmed working.

---

## Checklist

- [x] Added Azure provider details to configuration files
(`providers.ts`, `config.ts`).
- [x] Implemented conditional `AzureOpenAI` client initialization based
on provider setting.
-   [x] Ensured `apiVersion` is passed correctly to the Azure client.
-   [x] Updated `README.md` with Azure OpenAI setup instructions.
- [x] Manually tested core functionality against a live Azure OpenAI
endpoint.
- [x] Add/update automated tests for the Azure code path (pending `main`
stability).

cc @theabhinavdas @nikodem-wrona @fouad-openai @tibo-openai (adjust as
needed)

---

I have read the CLA Document and I hereby sign the CLA

codex-cli/src/utils/agent/agent-loop.ts

@@ -17,6 +17,7 @@ import {
   OPENAI_PROJECT,
   getApiKey,
   getBaseUrl,
+  AZURE_OPENAI_API_VERSION,
 } from "../config.js";
 import { log } from "../logger/log.js";
 import { parseToolCallArguments } from "../parsers.js";
@@ -31,7 +32,7 @@ import {
 import { handleExecCommand } from "./handle-exec-command.js";
 import { HttpsProxyAgent } from "https-proxy-agent";
 import { randomUUID } from "node:crypto";
-import OpenAI, { APIConnectionTimeoutError } from "openai";
+import OpenAI, { APIConnectionTimeoutError, AzureOpenAI } from "openai";
 
 // Wait time before retrying after rate limit errors (ms).
 const RATE_LIMIT_RETRY_WAIT_MS = parseInt(
@@ -322,6 +323,25 @@ export class AgentLoop {
       ...(timeoutMs !== undefined ? { timeout: timeoutMs } : {}),
     });
 
+    if (this.provider.toLowerCase() === "azure") {
+      this.oai = new AzureOpenAI({
+        apiKey,
+        baseURL,
+        apiVersion: AZURE_OPENAI_API_VERSION,
+        defaultHeaders: {
+          originator: ORIGIN,
+          version: CLI_VERSION,
+          session_id: this.sessionId,
+          ...(OPENAI_ORGANIZATION
+            ? { "OpenAI-Organization": OPENAI_ORGANIZATION }
+            : {}),
+          ...(OPENAI_PROJECT ? { "OpenAI-Project": OPENAI_PROJECT } : {}),
+        },
+        httpAgent: PROXY_URL ? new HttpsProxyAgent(PROXY_URL) : undefined,
+        ...(timeoutMs !== undefined ? { timeout: timeoutMs } : {}),
+      });
+    }
+
     setSessionId(this.sessionId);
     setCurrentModel(this.model);