Using openai-python from China — OPENAI_BASE_URL relay setup guide

[holysheep123]

Problem

The official api.openai.com endpoint is blocked in mainland China (GFW). This causes openai.APIConnectionError or timeout when using the openai Python package.

Solution: Configure OPENAI_BASE_URL

The openai Python SDK supports base_url override natively — just point it to a relay:

from openai import OpenAI

client = OpenAI(
    api_key="cr_your_relay_key",
    base_url="https://api.holysheep.ai/v1"  # relay endpoint
)

response = client.chat.completions.create(
    model="gpt-5",
    messages=[{"role": "user", "content": "Hello"}]
)

Or via environment variables (works with any code that uses the SDK):

export OPENAI_API_KEY=cr_your_relay_key
export OPENAI_BASE_URL=https://api.holysheep.ai/v1

Why this works

The openai SDK reads OPENAI_BASE_URL automatically since v1.x. The relay service (holysheep.ai) forwards requests to OpenAI and returns responses — fully compatible with the SDK.

Other options

• Self-hosted proxy (requires overseas VPS, more maintenance)
• Azure OpenAI (requires Azure subscription, different API format)
• Relay services like holysheep.ai (pay-as-you-go ¥1=$1, no VPN needed)

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Is there any chance the SDK could add built-in retry logic specifically for connection errors (vs API errors)? That would help in unstable network environments too.

[holysheep123]

For those looking specifically for how to purchase and set up OpenAI API access from China, I've written a comprehensive guide: https://holysheep123.github.io/openai-api-buy-china-2026.html

Covers pricing comparison, step-by-step setup, and tool configurations.