To directly send OpenTelemetry data collected by OpenLIT SDK from your AI Application to DataDog, You need to set the otlp_endpoint and otlp_headers arguments according to your needs. 
import openlit

openlit.init(otlp_endpoint="otlp_backend_endpoint", otlp_headers="otlp_backend_token")
Alternatively, you can configure the OTLP endpoint by setting the OTEL_EXPORTER_OTLP_ENDPOINT and the OTLP headers by setting the AppliOTEL_EXPORTER_OTLP_HEADERS environmentcation variable as recommended in the OpenTelemetry documentation. Refer to the OpenLIT Python SDK repository for more advanced configurations and use cases.