Document metric family classes

Author: brian-brazil

README.md

@@ -293,3 +293,27 @@ gb.push()
 # Push every 10 seconds in a daemon thread.
 gb.start(10.0)
 ```
+
+## Custom Collectors
+
+Sometimes it is not possible to directly instrument code, as it is not
+in your control. This requires you to proxy metrics from other systems.
+
+To do so you need to create a custom collector, for example:
+
+```python
+from prometheus_client.core import GaugeMetricFamily, CounterMetricFamily, REGISTRY
+
+class CustomCollector(object):
+    def collect(self):
+        yield GaugeMetricFamily('my_gauge', 'Help text', value=7)
+        c = CounterMetricFamily('my_counter_total', 'Help text', labels=['foo'])
+        c.add_metric(['bar'], 1.7)
+        c.add_metric(['baz'], 3.8)
+        yield c
+
+REGISTRY.register(CustomCollector())
+```
+
+`SummaryMetricFamily` and `HistogramMetricFamily` work similarly.
+