docs(user_keys.md): improve user keys docs

docs/my-website/docs/proxy/user_keys.md

@@ -8,11 +8,6 @@ Allows your users to pass in their OpenAI API key (any LiteLLM supported provide
 
 Here's how to do it: 
 
-<Tabs>
-<TabItem value="openai-py" label="OpenAI Python">
-
-Pass in the litellm_params (E.g. api_key, api_base, etc.) via the `extra_body` parameter in the OpenAI client. 
-
 ```python
 import openai
 client = openai.OpenAI(
@@ -31,9 +26,42 @@ response = client.chat.completions.create(model="gpt-3.5-turbo", messages = [
 
 print(response)
 ```
+
+More examples: 
+<Tabs>
+<TabItem value="openai-py" label="Azure Credentials">
+
+Pass in the litellm_params (E.g. api_key, api_base, etc.) via the `extra_body` parameter in the OpenAI client. 
+
+```python
+import openai
+client = openai.OpenAI(
+    api_key="sk-1234",
+    base_url="http://0.0.0.0:8000"
+)
+
+# request sent to model set on litellm proxy, `litellm --model`
+response = client.chat.completions.create(model="gpt-3.5-turbo", messages = [
+    {
+        "role": "user",
+        "content": "this is a test request, write a short poem"
+    }
+], 
+    extra_body={
+      "api_key": "my-azure-key",
+      "api_base": "my-azure-base",
+      "api_version": "my-azure-version"
+    }) # 👈 User Key
+
+print(response)
+```
+
+
 </TabItem>
 <TabItem value="openai-js" label="OpenAI JS">
 
+For JS, the OpenAI client accepts passing params in the `create(..)` body as normal.
+
 ```javascript
 const { OpenAI } = require('openai');