Update README.md

README.md

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-# explorer-proxy
+# Explorer Proxy
+
+This is a lightweight Docker service which sits between the user and the LLM Provider (OpenAI, Anthropic, etc) and pushes the resultant agent traces to the [Invariant Explorer](https://explorer.invariantlabs.ai/) which lets you visualize and explore traces.
+
+
+## OpenAI
+
+You can make requests to OpenAI while pushing traces to the Invariant Explorer.
+
+First get an API key by following the steps [here](https://explorer.invariantlabs.ai/docs/explorer/Explorer_API/1_client_setup/).
+
+Then you can use a custom `http_client` and `base_url` while setting up the OpenAI client object.
+
+A dataset with the given name will be created if it already doesn't exist.
+
+```python
+from httpx import Client
+from openai import OpenAI
+
+client = OpenAI(
+    http_client=Client(
+        headers={
+            "Invariant-Authorization": "Bearer <invariant-api-key>"
+        },
+    ),
+    base_url="https://explorer.invariantlabs.ai/api/v1/proxy/<add-your-dataset-name-here>/openai",
+)
+
+# Make API requests to OpenAI as usual.
+```
+
+## Anthropic
+Coming Soon!