Mention application-level heartbeats.

Fix #1330.

docs/faq/common.rst

@@ -151,4 +151,11 @@ See :doc:`../topics/timeouts` for details.
 How do I respond to pings?
 --------------------------
 
-Don't bother; websockets takes care of responding to pings with pongs.
+If you are referring to Ping_ and Pong_ frames defined in the WebSocket
+protocol, don't bother, because websockets handles them for you.
+
+.. _Ping: https://www.rfc-editor.org/rfc/rfc6455.html#section-5.5.2
+.. _Pong: https://www.rfc-editor.org/rfc/rfc6455.html#section-5.5.3
+
+If you are connecting to a server that defines its own heartbeat at the
+application level, then you need to build that logic into your application.