Add openai async function.

[PhilipMay]

Description

Pull request checklist

• tests
  • [x] Do we have tests? Should we add more?
  • [x] Should we parametrize tests?
  • [x] Should we add hypothesis tests?
• documentation
  • [x] add docstrings
  • [x] if a module is new: add API reference file for Sphinx in docs/source/api-reference
  • [x] check API doc of Sphinx - build and show with make sphinx && make open-sphinx
• [x] fix checks
  • start locale checks with make check
  • fix formatting with make format
• Python type info
  • [x] check and improve Python type info
  • [x] double check if return types are specified - including -> None
• [x] check TODO comments in code
• [x] check FIXME comments in code
• [x] check if we want to increase the version or rc number
• [x] check if the copyright needs an update
  • file header
  • README.md
  • LICENSE file