Should you define your own exception classes?

[shun-liang]

It appears to me that you do not raise your own exceptions in the APIs, but instead just the built-in Exception, or just propagate the ConnectionError exception from requests.

Take geckoboard-python/geckoboard/datasets_client.py for example:

    def find_or_create(self, dataset_id, fields, unique_by=None):
        """
        Creates a new, or returns an existing dataset
        Searches for a dataset with a matching ID and schema. If a
        match is found that dataset is returned. Otherwise, a new
        dataset is created and returned.
        The dataset instance that is returned allows you
        to update or delete that dataset.
        ...
        Raises
        ------
        Exception
            If your API key is invalid or an existing dataset is found
            with a schema that doesn't match the one provided
        ConnectionError
            If you could not connect to the Geckoboard API
        """

This makes exception handling difficult for your users, as we are not able to handle exceptions specifically related to Geckoboard connections while other things can go wrong in the same try...except block.