Make local setup docs more explicit & apply DRY on http client class

[kritchie]

Hi,

The changes I'm proposing are in the spirit of enhancing the onboarding process when starting out with the library.
It wasn't clear for me what the uri should have contained initially, I assumed a combination of hostname:port would suffice but apparently I was wrong as I kept getting some HTTP errors.

I propose changing slightly the initialization of the base_uri to abstract away the need to pass the custom routes in the configuration uri. In my opinion, it should be invisible to the user.

Also, after digging into the code, I stumbled upon the Client class code and I felt I could make it simpler by remove the try/except snippet repetitions (DRY principle).

Also, by the looks of it, it doesn't look like there's an extensive test suite for this package, that's why my PR doesn't include any update in that regards.

Thanks! Looking forward to the feedback.