Warn if missing PySocks.

urllib3/contrib/socks.py

@@ -17,7 +17,20 @@
 """
 from __future__ import absolute_import
 
-import socks
+try:
+    import socks
+except ImportError:
+    import warnings
+    from urllib3.exceptions import DependencyWarning
+
+    warnings.warn((
+        'SOCKS support in urllib3 requires the installation of optional '
+        'dependencies: specifically, PySocks.  For more information, see '
+        'https://urllib3.readthedocs.org/en/latest/contrib.html#socks-proxies'
+        ),
+        DependencyWarning
+    )
+    raise
 
 from socket import error as SocketError, timeout as SocketTimeout
 

urllib3/exceptions.py

@@ -180,6 +180,14 @@ class SNIMissingWarning(HTTPWarning):
     pass
 
 
+class DependencyWarning(HTTPWarning):
+    """
+    Warned when an attempt is made to import a module with missing optional
+    dependencies.
+    """
+    pass
+
+
 class ResponseNotChunked(ProtocolError, ValueError):
     "Response needs to be chunked in order to read it as chunks."
     pass