Custom exception example from requests

request_exceptions.py

class RequestException(IOError):
    """There was an ambiguous exception that occurred while handling your
    request."""

    def __init__(self, *args, **kwargs):
        """
        Initialize RequestException with `request` and `response` objects.
        """
        response = kwargs.pop('response', None)
        self.response = response
        self.request = kwargs.pop('request', None)
        if (response is not None and not self.request and
                hasattr(response, 'request')):
            self.request = self.response.request
        super(RequestException, self).__init__(*args, **kwargs)