Mirror event_stream_parser note to README.md

Addresses modelcontextprotocol#322 (comment)
— README's HTTP Transport Layer section should document the optional
event_stream_parser dependency alongside docs/building-clients.md.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>

Author: atesgoral

README.md

@@ -1599,11 +1599,12 @@ The stdio transport automatically handles:
 
 Use the `MCP::Client::HTTP` transport to interact with MCP servers using simple HTTP requests.
 
-You'll need to add `faraday` as a dependency in order to use the HTTP transport layer:
+You'll need to add `faraday` as a dependency in order to use the HTTP transport layer. Add `event_stream_parser` as well if the server uses SSE (`text/event-stream`) responses:
 
 ```ruby
 gem 'mcp'
 gem 'faraday', '>= 2.0'
+gem 'event_stream_parser', '>= 1.0' # optional, required only for SSE responses
 ```
 
 Example usage: