docs: add OpenAI-compatible models section for Grok (xAI) and DeepSeek

docs/models.md

@@ -7,6 +7,8 @@ PydanticAI is Model-agnostic and has built in support for the following model pr
 * [Groq](#groq)
 * [Mistral](#mistral)
 
+See [OpenAI-compatible models](#openai-compatible-models) for more examples on how to use models such as [OpenRouter](#openrouter), [Grok (xAI)](#grok-xai) and [DeepSeek](#deepseek) that support the OpenAI SDK.
+
 You can also [add support for other models](#implementing-custom-models).
 
 PydanticAI also comes with [`TestModel`](api/models/test.md) and [`FunctionModel`](api/models/function.md) for testing and development.
@@ -68,23 +70,6 @@ agent = Agent(model)
 ...
 ```
 
-### `base_url` argument
-
-To use another OpenAI-compatible API, such as [OpenRouter](https://openrouter.ai), you can make use of the [`base_url` argument][pydantic_ai.models.openai.OpenAIModel.__init__]:
-
-```python {title="openai_model_base_url.py"}
-from pydantic_ai import Agent
-from pydantic_ai.models.openai import OpenAIModel
-
-model = OpenAIModel(
-    'anthropic/claude-3.5-sonnet',
-    base_url='https://openrouter.ai/api/v1',
-    api_key='your-api-key',
-)
-agent = Agent(model)
-...
-```
-
 ### Custom OpenAI Client
 
 `OpenAIModel` also accepts a custom `AsyncOpenAI` client via the [`openai_client` parameter][pydantic_ai.models.openai.OpenAIModel.__init__],
@@ -448,6 +433,79 @@ agent = Agent(model)
 ...
 ```
 
+## OpenAI-compatible Models
+
+Many of the models are compatible with OpenAI API, and thus can be used with [`OpenAIModel`][pydantic_ai.models.openai.OpenAIModel] in PydanticAI.
+Before getting started, check the [OpenAI](#openai) section for installation and configuration instructions.
+
+To use another OpenAI-compatible API, you can make use of the [`base_url`][pydantic_ai.models.openai.OpenAIModel.__init__] and [`api_key`][pydantic_ai.models.openai.OpenAIModel.__init__] arguments:
+
+```python {title="openai_model_base_url.py" hl_lines="5-6"}
+from pydantic_ai.models.openai import OpenAIModel
+
+model = OpenAIModel(
+    'model_name',
+    base_url='https://<openai-compatible-api-endpoint>.com',
+    api_key='your-api-key',
+)
+...
+```
+
+### OpenRouter
+
+To use [OpenRouter](https://openrouter.ai), first create an API key at [openrouter.ai/keys](https://openrouter.ai/keys).
+
+Once you have the API key, you can pass it to [`OpenAIModel`][pydantic_ai.models.openai.OpenAIModel] as the `api_key` argument:
+
+```python {title="openrouter_model_init.py"}
+from pydantic_ai import Agent
+from pydantic_ai.models.openai import OpenAIModel
+
+model = OpenAIModel(
+    'anthropic/claude-3.5-sonnet',
+    base_url='https://openrouter.ai/api/v1',
+    api_key='your-openrouter-api-key',
+)
+agent = Agent(model)
+...
+```
+
+### Grok (xAI)
+
+Go to [xAI API Console](https://console.x.ai/) and create an API key.
+Once you have the API key, follow the [xAI API Documentation](https://docs.x.ai/docs/overview), and set the `base_url` and `api_key` arguments appropriately:
+
+```python {title="grok_model_init.py"}
+from pydantic_ai import Agent
+from pydantic_ai.models.openai import OpenAIModel
+
+model = OpenAIModel(
+    'grok-2-1212',
+    base_url='https://api.x.ai/v1',
+    api_key='your-xai-api-key',
+)
+agent = Agent(model)
+...
+```
+
+### DeepSeek
+
+Go to [DeepSeek API Platform](https://platform.deepseek.com/api_keys) and create an API key.
+Once you have the API key, follow the [DeepSeek API Documentation](https://platform.deepseek.com/docs/api/overview), and set the `base_url` and `api_key` arguments appropriately:
+
+```python {title="deepseek_model_init.py"}
+from pydantic_ai import Agent
+from pydantic_ai.models.openai import OpenAIModel
+
+model = OpenAIModel(
+    'deepseek-chat',
+    base_url='https://api.deepseek.com',
+    api_key='your-deepseek-api-key',
+)
+agent = Agent(model)
+...
+```
+
 ## Implementing Custom Models
 
 To implement support for models not already supported, you will need to subclass the [`Model`][pydantic_ai.models.Model] abstract base class.