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The OpenAI Python SDK uses httpx for HTTP requests, which provides comprehensive proxy support.

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Basic Proxy Configuration

The simplest way to configure a proxy is by customizing the HTTP client: 
import httpx
from openai import OpenAI, DefaultHttpxClient

client = OpenAI(
    http_client=DefaultHttpxClient(
        proxy="http://my.proxy.example.com:8080",
    ),
)

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Environment Variables

You can also use environment variables to configure proxies globally: 
export HTTP_PROXY="http://my.proxy.example.com:8080"
export HTTPS_PROXY="http://my.proxy.example.com:8080"
The httpx client will automatically use these environment variables: 
from openai import OpenAI

client = OpenAI()
# Proxy is automatically configured from environment variables

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Authenticated Proxies

For proxies requiring authentication, include credentials in the proxy URL: 
import httpx
from openai import OpenAI, DefaultHttpxClient

client = OpenAI(
    http_client=DefaultHttpxClient(
        proxy="http://username:[email protected]:8080",
    ),
)
Or via environment variables: 
export HTTPS_PROXY="http://username:[email protected]:8080"

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Custom Proxy Configuration

For more advanced proxy configurations, you can customize the httpx transport: 
import httpx
from openai import OpenAI, DefaultHttpxClient

client = OpenAI(
    http_client=DefaultHttpxClient(
        proxy="http://my.proxy.example.com:8080",
        transport=httpx.HTTPTransport(
            local_address="0.0.0.0",
            retries=3,
        ),
    ),
)

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Different Proxies for HTTP and HTTPS

You can specify different proxies for HTTP and HTTPS: 
import httpx
from openai import OpenAI, DefaultHttpxClient

proxies = {
    "http://": "http://my.http.proxy.example.com:8080",
    "https://": "http://my.https.proxy.example.com:8080",
}

client = OpenAI(
    http_client=DefaultHttpxClient(
        proxies=proxies,
    ),
)
Or with environment variables: 
export HTTP_PROXY="http://my.http.proxy.example.com:8080"
export HTTPS_PROXY="http://my.https.proxy.example.com:8080"

​
SOCKS Proxies

For SOCKS proxy support, install the httpx[socks] extra: 
pip install httpx[socks]
Then configure a SOCKS proxy: 
import httpx
from openai import OpenAI, DefaultHttpxClient

client = OpenAI(
    http_client=DefaultHttpxClient(
        proxy="socks5://my.socks.proxy.example.com:1080",
    ),
)

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Per-Request Proxy

You can configure proxies on a per-request basis using with_options(): 
import httpx
from openai import OpenAI, DefaultHttpxClient

client = OpenAI()

# Use proxy for this request only
completion = client.with_options(
    http_client=DefaultHttpxClient(
        proxy="http://my.proxy.example.com:8080",
    )
).chat.completions.create(
    model="gpt-4",
    messages=[{"role": "user", "content": "Hello!"}],
)

​
Async Proxy Configuration

Proxy configuration works the same way with the async client: 
import httpx
from openai import AsyncOpenAI, DefaultAsyncHttpxClient

client = AsyncOpenAI(
    http_client=DefaultAsyncHttpxClient(
        proxy="http://my.proxy.example.com:8080",
    ),
)

​
Disabling Proxies

To disable environment variable proxies for specific requests: 
import httpx
from openai import OpenAI, DefaultHttpxClient

client = OpenAI(
    http_client=DefaultHttpxClient(
        proxies={},  # Empty dict disables environment variable proxies
    ),
)

​
Troubleshooting

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Testing Proxy Connection

Verify your proxy configuration: 
import httpx

# Test proxy connection
try:
    response = httpx.get(
        "https://api.openai.com/v1/models",
        proxies={"https://": "http://my.proxy.example.com:8080"},
        headers={"Authorization": "Bearer YOUR_API_KEY"},
    )
    print("Proxy working:", response.status_code)
except Exception as e:
    print("Proxy error:", e)

​
Common Issues

Increase the timeout for proxy connections:
from openai import OpenAI, DefaultHttpxClient

client = OpenAI(
    http_client=DefaultHttpxClient(
        proxy="http://my.proxy.example.com:8080",
    ),
    timeout=60.0,  # Increase timeout to 60 seconds
)
For corporate proxies with custom certificates, you may need to configure SSL verification:
import httpx
from openai import OpenAI, DefaultHttpxClient

client = OpenAI(
    http_client=DefaultHttpxClient(
        proxy="http://my.proxy.example.com:8080",
        verify=False,  # Not recommended for production
    ),
)
Ensure your credentials are properly URL-encoded:
from urllib.parse import quote

username = quote("[email protected]")
password = quote("p@ssw0rd!")
proxy = f"http://{username}:{password}@proxy.example.com:8080"

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