OpenAI does not currently support the ability to cancel ongoing requests to the ChatGPT API. When you send a request, it will run to completion.
In terms of handling long running requests on client side, you may want to set a timeout on your HTTP requests, so if it takes too long to get a response, your application can handle it appropriately. Timeouts can typically be set in whatever HTTP client library you are using.
For best practices, make sure to follow OpenAI’s guidelines on efficient usage of API tokens and managing the rate limits.