I've had great success with the OpenAI agents SDK [0]. This way I've been able to build the sandbox + slack + knowledge-bank integrations independently and be very strict with what I expose to OpenAI.
Looking at the Agents API, it seems like it offers similar capabilities, but reduces the need for hosting? So I get it from a business standpoint, but hosting a python service is very easy now a days, so I don't see the point as a consumer.
Why not just build this yourself, you literally have AI, why wall yourself into an OpenAI garden. These sandboxed environments are trivial to build.