[Python] OpenAI library do not support vless protocol

I`m tried to use vless proxy for openai

import requests
from openai import OpenAI


proxies = {
'vless': 'vless://proxy_data'
}


client = OpenAI(api_key="key", base_url=proxies.get("vless"))
responce = client.chat.completions.create(model="gpt-4", messages="Hi!")
print(responce.choices[0].message.content)



This code causes an error httpx.UnsupportedProtocol: Request URL has an unsupported protocol 'vless://'.

import requests

proxies = {
'vless': 'vless://proxy_data'
}

r = requests.get("https://google.com", proxies=proxies)
print(r.status_code)


I try use requests for this however, I need to use the openai library.

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