Add docs

docs/advanced.md

@@ -724,6 +724,54 @@ class MyCustomAuth(httpx.Auth):
         ...
 ```
 
+If you _do_ need to perform I/O other than HTTP requests, such as accessing a disk-based cache, or you need to use concurrency primitives, such as locks, then you should override `.sync_auth_flow()` and `.async_auth_flow()` (instead of `.auth_flow()`). The former will be used by `httpx.Client`, while the latter will be used by `httpx.AsyncClient`.
+
+```python
+import asyncio
+import threading
+import httpx
+
+
+class MyCustomAuth(httpx.Auth):
+    def __init__(self):
+        self._sync_lock = threading.RLock()
+        self._async_lock = asyncio.Lock()
+
+    def sync_get_token(self):
+        with self._sync_lock:
+            ...
+
+    def sync_auth_flow(self, request):
+        token = self.sync_get_token()
+        request.headers["Authorization"] = f"Token {token}"
+        yield request
+
+    async def async_get_token(self):
+        async with self._async_lock:
+            ...
+
+    async def async_auth_flow(self, request):
+        token = await self.async_get_token()
+        request.headers["Authorization"] = f"Token {token}"
+        yield request
+```
+
+If you only want to support one of the two methods, then you should still override it, but raise an explicit `RuntimeError`.
+
+```python
+import httpx
+import sync_only_library
+
+class MyCustomAuth(httpx.Auth):
+    def sync_auth_flow(self, request):
+        token = sync_only_library.get_token(...)
+        request.headers["Authorization"] = f"Token {token}"
+        yield request
+
+    async def async_auth_flow(self, request):
+        raise RuntimeError("Cannot use a sync authentication class with httpx.AsyncClient")
+```
+
 ## SSL certificates
 
 When making a request over HTTPS, HTTPX needs to verify the identity of the requested host. To do this, it uses a bundle of SSL certificates (a.k.a. CA bundle) delivered by a trusted certificate authority (CA).