Make to make a file part of an OpenAI API chat conversation?

In ChatGPT, it easy to make files part of a chat conversation. I do this very often. I tell chatGPT to analyze a certain file. Based on the analysis, I ask questions about it. For example, I ask ChatGPT to analyze an invoice PDF. Chat GPT tells me what is in there. Then I ask if the calculations on it are correct. If that is fine, I ask if the invoice has regulatory compliance issues or is just fine and ready to be sent. Etc.


However, it is not clear how to do this with the OpenAI API. Text based chat is supported. That is clear to me. However, I want to "chat" about a (nontext/binary) file using the OpenAI API. It needs to be a "real" conversation, meaning that I need to be reply to reply to the answer to get more information.


Please let me know how to do this with python. Give me a real example.