docs: explain custom tracing endpoint configuration

docs/tracing.md

@@ -164,6 +164,31 @@ To customize this default setup, to send traces to alternative or additional bac
 2. [`set_trace_processors()`][agents.tracing.set_trace_processors] lets you **replace** the default processors with your own trace processors. This means traces will not be sent to the OpenAI backend unless you include a `TracingProcessor` that does so.
 
 
+## Custom tracing endpoints
+
+Model requests and trace exports use separate clients and destinations. Setting `OPENAI_BASE_URL` or a model client's `base_url` changes model requests; the default tracing exporter still posts to `https://api.openai.com/v1/traces/ingest`. Configure tracing separately when using a model gateway or a self-hosted model.
+
+To send traces to a different service that accepts the OpenAI traces ingest payload, configure [`BackendSpanExporter`][agents.tracing.processors.BackendSpanExporter] with the full ingest URL and a credential for that service. Replace the default processor during application startup, before creating traces or running agents:
+
+```python
+import os
+
+from agents import set_trace_processors
+from agents.tracing.processors import BackendSpanExporter, BatchTraceProcessor
+
+exporter = BackendSpanExporter(
+    endpoint=os.environ["MY_TRACING_ENDPOINT"],
+    api_key=os.environ["MY_TRACING_API_KEY"],
+)
+set_trace_processors([BatchTraceProcessor(exporter)])
+```
+
+`MY_TRACING_ENDPOINT` and `MY_TRACING_API_KEY` are application-defined environment variables read by this example, not variables that the SDK reads automatically. For example, the endpoint could be `https://tracing.example.com/v1/traces/ingest`. A service that implements model endpoints does not necessarily implement traces ingestion; use a compatible receiver or an [ecosystem integration](#ecosystem-integrations).
+
+The exporter sends its API key as a Bearer token to the configured endpoint. If `api_key` is omitted, the exporter falls back to `OPENAI_API_KEY`. Per-run keys configured through `RunConfig.tracing` take precedence for every exporter processing that item; they are not per-destination credentials. If you use `add_trace_processor()` to keep the default OpenAI exporter active, do not set a per-run key when the destinations use different credentials, because both exporters will receive that same key. Configure fixed credentials on the processors or replace the default with `set_trace_processors()` instead. The exporter also falls back to `OPENAI_ORG_ID` and `OPENAI_PROJECT_ID` for its organization and project headers. Configure these credentials and headers for the intended tracing destination.
+
+The SDK applies its OpenAI traces-ingest sanitization only when the endpoint is the official OpenAI endpoint. Custom endpoints receive the unsanitized span payload, including fields that the OpenAI ingest service would drop or truncate, so the receiver must accept that payload shape. The custom endpoint configuration does not currently provide a switch to enable OpenAI-specific sanitization.
+
 ## Tracing with non-OpenAI models
 
 When using non-OpenAI models, you can provide an OpenAI API key to the tracing exporter to enable free tracing in the OpenAI Traces dashboard without disabling tracing. See the [Third-party adapters](models/index.md#third-party-adapters) section in the Models guide for adapter selection and setup caveats.