Add OpenAI proxy (#1503)

Co-authored-by: Deshraj Yadav <deshrajdry@gmail.com>

README.md

@@ -92,6 +92,33 @@ history = m.history(memory_id=<memory_id_1>)
 # Logs corresponding to memory_id_1 --> {'prev_value': 'Working on improving tennis skills and interested in online courses for tennis.', 'new_value': 'Likes to play tennis on weekends' }
 ```
 
+### Mem0 Platform
+
+```python
+from mem0 import MemoryClient
+client = MemoryClient(api_key="your-api-key") # get api_key from https://app.mem0.ai/
+
+# Store messages 
+messages = [
+    {"role": "user", "content": "Hi, I'm Alex. I'm a vegetarian and I'm allergic to nuts."},
+    {"role": "assistant", "content": "Hello Alex! I've noted that you're a vegetarian and have a nut allergy. I'll keep this in mind for any food-related recommendations or discussions."}
+]
+result = client.add(messages, user_id="alex")
+print(result)
+
+# Retrieve memories
+all_memories = client.get_all(user_id="alex")
+print(all_memories)
+
+# Search memories
+query = "What do you know about me?"
+related_memories = client.search(query, user_id="alex")
+
+# Get memory history
+history = client.history(memory_id="m1")
+print(history)
+```
+=======
 > [!TIP]
 > If you are looking for a hosted version and don't want to setup the infrastucture yourself, checkout [Mem0 Platform Docs](https://docs.mem0.ai/platform/quickstart) to get started in minutes.