Request to allow configuration of LLM provider URL via `ANTHROPIC_BASE_URL`/`OPENAI_BASE_URL`

Thanks for releasing this package!

The docs mention that one can set the API keys for Anthropic/OpenAI via `ANTHROPIC_API_KEY`/`OPENAI_API_KEY`, but I don't see a way to configure the base URL for either. For some context, here at NYU, we facilitate access to LLMs via a gateway that has a custom `base_url`. It would be great to be able to allow the `base_url` to be configured to allow for usage via managed proxies.