I have a fast API hosted in an azure web app. I am trying to get some data from DataBricks and return it from the FastAPI. This is my context:

DbxContext.py:

import time
import pandas as pd
from databricks import sql
from databricks.sdk import WorkspaceClient
from pydantic import SecretStr
# from databricks.sdk.service import users

class DataBricksOptions:
    def __init__(self, client_id: str, client_secret: SecretStr, tenant_id: str, workspace_resource_id: str, http_path: str, host: str): 
        self.client_id = client_id 
        self.client_secret = client_secret 
        self.tenant_id = tenant_id 
        self.workspace_resource_id = workspace_resource_id 
        self.http_path= http_path
        self.host = host

class DataBricksContext:
    def __init__(self, options: DataBricksOptions):
        self.options = options

    def get_databricks_connection(self):
        try:
            # Initialize Databricks Workspace Client using default credentials
            w = WorkspaceClient()
            me2 = w.current_user.me()
            print(f"Me: {me2.display_name}")
            #w.users.me()
            # Create Databricks Token
            token = w.tokens.create(comment=f"sdk-{time.time_ns()}", lifetime_seconds=3600)

            # Establish SQL Connection
            connection = sql.connect(
                server_hostname=self.options.host,
                http_path=self.options.http_path,
                access_token=token.token_value
            )
            return connection
        except Exception as e:
            print(f"Error in get_databricks_connection(): {e}")
            return None

    def exec_query_to_df(self, connection, query: str):
        try:
            # Use the connection to execute the query
            df = pd.read_sql(query, connection)
            return df
        except Exception as e:
            print(f"Error in exec_query_to_df(): {e}")
            return None

When I run it locally in VS code everything works as expected. When I run it in Azure I get following error:

Error in get_databricks_connection(): default auth: cannot configure default credentials, please check .html#databricks-client-unified-authentication to configure credentials for your preferred authentication

I have set System Assigned Identity to On on the azure web app. Any suggestions?