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I think this only makes sense if the 3rd party is also throwing custom exceptions.
If you want to reduce coupling you should avoid throwing custom exceptions at all. Semantic information can go in the error message and log. The error type should be used to indicate to your program whether an error is recoverable, retriable or some other action needs to be taken. For example google on has 16 canonical error codes for all APIs.
https://github.com/googleapis/googleapis/blob/master/google/...
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