Why are these changes needed?

This PR adds support for custom client calls to be made. The idea is that the user can specify their own custom client class and load it into the configuration (e.g. for loading local models). As long as they adhere to the Client class's interface and response protocol then everything should work fine with only this addition to the config (full usage shown in the unit test):

from custom_file import CustomClient

config_list = [
    {
        "model": "local_model_name",
        "custom_client" = CustomClient(),
        "device": "cuda",
        "params": {
            "max_length": 1000,
            "temperature": 1.1,
            [other params that will be consumed in the Custom Client so user has full control over what is set and what is consumed]
        }
    }
]

The PR looks big but it is mostly moving code around. If this is something that we want then I can go ahead and add docs and a notebook

Ideally the client interface would not live under a directory called oai and the client wrapper wouldn't be called OpenAIWrapper but something more generic, but that can be examined at a later date

Related issue number

Checks

• I've included any doc changes needed for https://microsoft.github.io/autogen/. See https://microsoft.github.io/autogen/docs/Contribute#documentation to build and test documentation locally.
• I've added tests (if relevant) corresponding to the changes introduced in this PR.
• I've made sure all auto checks have passed.