Steps to reproduce

set up a socks5 proxy at 127.0.0.1:1080

from telegram.ext import Updater
REQUEST_KWARGS = {}
REQUEST_KWARGS['proxy_url'] = 'socks5h://127.0.0.1:1080'
updater = Updater('TOKEN', request_kwargs=REQUEST_KWARGS)

Expected behaviour

the bot will run normaly.

Actual behaviour

Throw an exception
Traceback (most recent call last):
File "Core.py", line 125, in
updater = Updater(TOKEN, request_kwargs=REQUEST_KWARGS)
File "D:\Bin\Python\Python37\lib\site-packages\telegram\ext\updater.py", line 135, in init
self._request = Request(**request_kwargs)
File "D:\Bin\Python\Python37\lib\site-packages\telegram\utils\request.py", line 143, in init
mgr = SOCKSProxyManager(proxy_url, **kwargs)
File "D:\Bin\Python\Python37\lib\site-packages\telegram\vendor\ptb_urllib3\urllib3\contrib\socks.py", line 160, in init
"Unable to determine SOCKS version from %s" % proxy_url
ValueError: Unable to determine SOCKS version from socks5h://127.0.0.1:1080

Configuration

Operating System:
Win10
python-telegram-bot 12.1.0
requests 2.22.0
setuptools 40.8.0
shiboken2 5.13.1
six 1.12.0
tornado 6.0.3
urllib3 1.25.3

Version of Python, python-telegram-bot & dependencies:

$ python -m telegram

Logs

Insert logs here (if necessary)
python-telegram-bot 12.1.0
certifi 2019.09.11
future 0.17.1
Python 3.7.4 (tags/v3.7.4:e09359112e, Jul 8 2019, 20:34:20) [MSC v.1916 64 bit (AMD64)]

I think python-telegram-bot is using an old urllib3 include in the package localed at
site-packages\telegram\vendor\ptb_urllib3\urllib3
the urllib3 can't handle socks5h