docs: Add example of more complex exceptions

guide/src/exception.md

@@ -136,3 +136,50 @@ defines exceptions for several standard library modules.
 [`PyErr::from_value`]: {{#PYO3_DOCS_URL}}/pyo3/struct.PyErr.html#method.from_value
 [`PyAny::is_instance`]: {{#PYO3_DOCS_URL}}/pyo3/types/trait.PyAnyMethods.html#tymethod.is_instance
 [`PyAny::is_instance_of`]: {{#PYO3_DOCS_URL}}/pyo3/types/trait.PyAnyMethods.html#tymethod.is_instance_of
+
+## Creating more complex exceptions
+
+If you need to create an exception with more complex behavior, you can also manually create a subclass of `PyException`:
+
+```rust
+#![allow(dead_code)]
+# #[cfg(any(not(feature = "abi3")))] {
+use pyo3::prelude::*;
+use pyo3::types::IntoPyDict;
+use pyo3::exceptions::PyException;
+
+#[pyclass(extends=PyException)]
+struct CustomError {
+    #[pyo3(get)]
+    url: String,
+
+    #[pyo3(get)]
+    message: String,
+}
+
+#[pymethods]
+impl CustomError {
+    #[new]
+    fn new(url: String, message: String) -> Self {
+        Self { url, message }
+    }
+}
+
+# fn main() -> PyResult<()> {
+Python::with_gil(|py| {
+    let ctx = [("CustomError", py.get_type::<CustomError>())].into_py_dict(py)?;
+    pyo3::py_run!(
+        py,
+        *ctx,
+        "assert str(CustomError) == \"<class 'builtins.CustomError'>\", repr(CustomError)"
+    );
+    pyo3::py_run!(py, *ctx, "assert CustomError('https://example.com', 'something went bad').args == ('https://example.com', 'something went bad')");
+    pyo3::py_run!(py, *ctx, "assert CustomError('https://example.com', 'something went bad').url == 'https://example.com'");
+#   Ok(())
+})
+# }
+# }
+
+```
+
+Note that this is not possible when the ``abi3`` feature is enabled, as that prevents subclassing ``PyException``.