Added documentation for exceptions.

docs/api.rst

@@ -777,3 +777,29 @@ Geo Methods
    Given *id* of a place, provide more details about that place.
 
    :param id: Valid Twitter ID of a location.
+
+:mod:`tweepy.error` --- Exceptions
+==================================
+
+The exceptions are available in the ``tweepy`` module directly,
+which means ``tweepy.error`` itself does not need to be imported. For
+example, ``tweepy.error.TweepError`` is available as ``tweepy.TweepError``.
+
+.. exception:: TweepError
+   
+   The main exception Tweepy uses. Is raised for a number of things.
+   
+   When a ``TweepError`` is raised due to an error Twitter responded with,
+   the error code (`as described in the API documentation
+   <https://dev.twitter.com/overview/api/response-codes>`_) can be accessed
+   at ``TweepError.message[0]['code']``. Note, however, that ``TweepError``\ s
+   also may be raised with other things as message (for example plain
+   error reason strings).
+
+.. exception:: RateLimitError
+   
+   Is raised when an API method fails due to hitting Twitter's rate
+   limit. Makes for easy handling of the rate limit specifically.
+   
+   Inherits from :exc:`TweepError`, so ``except TweepError`` will
+   catch a ``RateLimitError`` too.