Integrate Rockset as a chat history store (#8940)

Description: Adds Rockset as a chat history store
Dependencies: no changes
Tag maintainer: @hwchase17

This PR passes linting and testing. 

I added a test for the integration and an example notebook showing its
use.

docs/extras/integrations/memory/rockset_chat_message_history.ipynb

@@ -0,0 +1,67 @@
+{
+ "cells": [
+  {
+   "attachments": {},
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "# Rockset Chat Message History\n",
+    "\n",
+    "This notebook goes over how to use [Rockset](https://rockset.com/docs) to store chat message history. \n",
+    "\n",
+    "To begin, with get your API key from the [Rockset console](https://console.rockset.com/apikeys). Find your API region for the Rockset [API reference](https://rockset.com/docs/rest-api#introduction)."
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {
+    "vscode": {
+     "languageId": "plaintext"
+    }
+   },
+   "outputs": [],
+   "source": [
+    "from langchain.memory.chat_message_histories import RocksetChatMessageHistory\n",
+    "from rockset import RocksetClient, Regions\n",
+    "\n",
+    "history = RocksetChatMessageHistory(\n",
+    "    session_id=\"MySession\",\n",
+    "    client=RocksetClient(\n",
+    "        api_key=\"YOUR API KEY\", \n",
+    "        host=Regions.usw2a1 # us-west-2 Oregon\n",
+    "    ),\n",
+    "    collection=\"langchain_demo\",\n",
+    "    sync=True\n",
+    ")\n",
+    "history.add_user_message(\"hi!\")\n",
+    "history.add_ai_message(\"whats up?\")\n",
+    "print(history.messages)"
+   ]
+  },
+  {
+   "attachments": {},
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "The output should be something like:\n",
+    "\n",
+    "```python\n",
+    "[\n",
+    "    HumanMessage(content='hi!', additional_kwargs={'id': '2e62f1c2-e9f7-465e-b551-49bae07fe9f0'}, example=False), \n",
+    "    AIMessage(content='whats up?', additional_kwargs={'id': 'b9be8eda-4c18-4cf8-81c3-e91e876927d0'}, example=False)\n",
+    "]\n",
+    "\n",
+    "```"
+   ]
+  }
+ ],
+ "metadata": {
+  "language_info": {
+   "name": "python"
+  },
+  "orig_nbformat": 4
+ },
+ "nbformat": 4,
+ "nbformat_minor": 2
+}

docs/extras/integrations/providers/rockset.mdx

@@ -23,4 +23,11 @@ from langchain.vectorstores import Rockset
 See a [usage example](/docs/integrations/document_loaders/rockset).
 ```python
 from langchain.document_loaders import RocksetLoader
+```
+
+## Chat Message History
+
+See a [usage example](/docs/integrations/memory/rockset_chat_message_history).
+```python
+from langchain.memory.chat_message_histories import RocksetChatMessageHistory
 ```