The OpenAI SDK (Python: openai, JavaScript: openai) is the official client library for the OpenAI API. It abstracts HTTP requests, authentication, and error handling. Advanced features include streaming (real-time token output), function calling (structured responses), vision (image analysis), and batch processing (cost savings). Most developers use the SDK for basic chat completions. Advanced practitioners leverage streaming for UX, function calling for automation, fine-tuning for domain-specific behavior.