feat: Bump openai-agents to v0.0.7 and add MCP Server support

[CryptoCultCurt]

This PR adds support for MCP Servers in OpenAI agents by bumping the openai-agents dependency to v0.0.7. This enables users to integrate MCP servers directly into their agent configurations.

Changes

• Bumped openai-agents to v0.0.7 in pyproject.toml
• Updated uv.lock to reflect the new dependency version
• Added changelog entry documenting the new MCP Servers support

Example Usage

Users can now integrate MCP servers with a simple configuration:

agent = Agent(
    name="Assistant",
    instructions="Use the tools to answer any questions.",
    mcp_servers=[mcp_server],
)

Testing

• Manually tested the MCP Server integration
• Verified the agent successfully initializes with MCP servers
• Confirmed the dependency update resolves correctly

Documentation

• Added a changelog entry under changelog.d/123.feature
• The changelog entry includes a basic example of the new functionality

Dependencies

• Bumped openai-agents from previous version to v0.0.7

Related Issues

N/A

[cb-heimdall]

🟡 Heimdall Review Status

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[CarsonRoscoe]

Fantastic, happy to see Agent supports MCP servers so easily.

Would you be willing to add an example showcasing this? Hopefully the lift is very small considering how simple your code snippet provided is.

1. Duplicate the /python/examples/openai-agents-sdk-smart-wallet-chatbot
2. Rename your copy to something like openai-agents-model-context-protocol-smart-wallet-server (Verbose, I know... first time having two AI framework integrations in one folder name)
3. Update the code to a MCP Server showcase. Whatever is needed to showcase running AgentKit using the OpenAI Agents and MCP. We have one on the Typescript side for reference
4. In the examples README, include the steps needed to get the example running

There would be a lot of value in showcasing such a cool feature :)

[CryptoCultCurt]

I added a simple example of a fear and greed index. No API key required so easier for people to run.

Fantastic, happy to see Agent supports MCP servers so easily.

Would you be willing to add an example showcasing this? Hopefully the lift is very small considering how simple your code snippet provided is.

1. Duplicate the /python/examples/openai-agents-sdk-smart-wallet-chatbot
2. Rename your copy to something like openai-agents-model-context-protocol-smart-wallet-server (Verbose, I know... first time having two AI framework integrations in one folder name)
3. Update the code to a MCP Server showcase. Whatever is needed to showcase running AgentKit using the OpenAI Agents and MCP. We have one on the Typescript side for reference
4. In the examples README, include the steps needed to get the example running

There would be a lot of value in showcasing such a cool feature :)