docs(pass_through.md): add doc on creating custom chat endpoints on proxy

Allows developers to call proxy with anthropic sdk/boto3/etc.

litellm/tests/test_pass_through_endpoints.py

@@ -83,3 +83,52 @@ async def test_pass_through_endpoint_rerank(client):
 
     # Assert the response
     assert response.status_code == 200
+
+
+@pytest.mark.asyncio
+async def test_pass_through_endpoint_anthropic(client):
+    import litellm
+    from litellm import Router
+    from litellm.adapters.anthropic_adapter import anthropic_adapter
+
+    router = Router(
+        model_list=[
+            {
+                "model_name": "gpt-3.5-turbo",
+                "litellm_params": {
+                    "model": "gpt-3.5-turbo",
+                    "api_key": os.getenv("OPENAI_API_KEY"),
+                    "mock_response": "Hey, how's it going?",
+                },
+            }
+        ]
+    )
+
+    setattr(litellm.proxy.proxy_server, "llm_router", router)
+
+    # Define a pass-through endpoint
+    pass_through_endpoints = [
+        {
+            "path": "/v1/test-messages",
+            "target": anthropic_adapter,
+            "headers": {"litellm_user_api_key": "my-test-header"},
+        }
+    ]
+
+    # Initialize the pass-through endpoint
+    await initialize_pass_through_endpoints(pass_through_endpoints)
+
+    _json_data = {
+        "model": "gpt-3.5-turbo",
+        "messages": [{"role": "user", "content": "Who are you?"}],
+    }
+
+    # Make a request to the pass-through endpoint
+    response = client.post(
+        "/v1/test-messages", json=_json_data, headers={"my-test-header": "my-test-key"}
+    )
+
+    print("JSON response: ", _json_data)
+
+    # Assert the response
+    assert response.status_code == 200