Consider using multiple inheritance for exception hierarchy

[mimi89999]

It would be helpful to have a common base exception that all proxy errors inherit from, so users can catch all proxy-related errors with a single except block when needed.

Currently, catching all proxy-related exceptions requires handling three separate exception types:

try:
    # proxy code
except (ProxyError, ProxyTimeoutError, ProxyConnectionError) as e:
    # handle error

This is because ProxyTimeoutError and ProxyConnectionError don't inherit from a common base exception.

Multiple inheritance could maintain compatibility with built-in exceptions while allowing a single catch block. This pattern is used by other libraries like aiohttp:

class InvalidUrlRedirectClientError(InvalidUrlClientError, RedirectClientError):
    """Invalid URL redirect client error."""

https://docs.aiohttp.org/en/stable/_modules/aiohttp/client_exceptions.html#InvalidUrlRedirectClientError

[romis2012]

Yes, we have some known issues with the exception hierarchy in python-socks (e.g. romis2012/aiohttp-socks#52). These will likely be fixed in the next major release (as it breaks backward compatibility).

[romis2012]

The ProxyException base class was added in version 2.8.0

[mimi89999]

Thanks!