The OpenAI API processes client requests independently, ensuring each interaction is stateless and isolated. For parallel processing, your application can spawn separate threads or asynchronous tasks for handling requests to the API. Each thread or task can send a request and process responses for a specific client without interference. The API does not inherently manage threading or client-specific concurrency; this responsibility lies with your application’s design. Using threading libraries like Python’s threading or asynchronous frameworks like asyncio, you can handle multiple client interactions simultaneously, sending each query to the API and managing responses in parallel for seamless, real-time experiences.