Add OpenAIUser to docs.

Author: cyberw

Diff for: docs/testing-other-systems.rst

@@ -58,6 +58,17 @@ REST
 
 See :ref:`FastHttpUser <rest>`
 
+OpenAI
+======
+
+Performance/load testing AI services is a little different. While you could call the OpenAI API using HttpUser or FastHttpUser, it is often convenient to use `the SDK <https://github.com/openai/openai-python>`_.
+
+.. literalinclude:: ../examples/openai_ex.py
+
+.. note::
+
+    OpenAIUser is experimental and may change without notice.
+
 Other examples
 ==============