Hello Shrikant Garg1,
Welcome to the Microsoft Q&A forum.
We have Azure Analysis service Rest API to manage resources.
Reference: https://learn.microsoft.com/en-us/rest/api/analysisservices/?view=rest-analysisservices-2017-08-01
also, please follo the below document explained how to Connect to Azure Analysis Services Data in Python on Linux/UNIX
https://www.cdata.com/kb/tech/azureanalysisservices-odbc-python-linux.rst
I hope this helps.