Finish the rest of the event documentation (#683)

doc/events/websocket_failure.md

@@ -0,0 +1,25 @@
+---
+module: [kind=event] websocket_failure
+see: http.websocketAsync To send an HTTP request.
+---
+
+The @{websocket_failure} event is fired when a WebSocket connection request fails.
+
+This event is normally handled inside @{http.websocket}, but it can still be seen when using @{http.websocketAsync}.
+
+## Return Values
+1. @{string}: The event name.
+2. @{string}: The URL of the site requested.
+3. @{string}: An error describing the failure.
+
+## Example
+Prints an error why the website cannot be contacted:
+```lua
+local myURL = "ws://this.website.does.not.exist"
+http.websocketAsync(myURL)
+local event, url, err
+repeat
+    event, url, err = os.pullEvent("websocket_failure")
+until url == myURL
+print("The URL " .. url .. " could not be reached: " .. err)
+```