Closes #4459

Checklist for PRs

• Added .. versionadded:: NEXT.VERSION, .. versionchanged:: NEXT.VERSION, .. deprecated:: NEXT.VERSION or .. versionremoved:: NEXT.VERSION to the docstrings for user facing changes (for methods/class descriptions, arguments and attributes)
• Created new or adapted existing unit tests
• Documented code changes according to the CSI standard <https://standards.mousepawmedia.com/en/stable/csi.html>__
• Added myself alphabetically to AUTHORS.rst (optional)
• Added new classes & modules to the docs and all suitable __all__ s
• Checked the Stability Policy <https://docs.python-telegram-bot.org/stability_policy.html>_ in case of deprecations or changes to documented behavior

If the PR contains API changes (otherwise, you can ignore this passage)

• Checked the Bot API specific sections of the Stability Policy <https://docs.python-telegram-bot.org/stability_policy.html>_

• Created a PR to remove functionality deprecated in the previous Bot API release (see here <https://docs.python-telegram-bot.org/en/stable/stability_policy.html#case-2>_)

• New classes:

  • Added self._id_attrs and corresponding documentation
  • __init__ accepts api_kwargs as kw-only

• Added new shortcuts:

  • In :class:~telegram.Chat & :class:~telegram.User for all methods that accept chat/user_id
  • In :class:~telegram.Message for all methods that accept chat_id and message_id
  • For new :class:~telegram.Message shortcuts: Added quote argument if methods accepts reply_to_message_id
  • In :class:~telegram.CallbackQuery for all methods that accept either chat_id and message_id or inline_message_id

• If relevant:

  • Added new constants at :mod:telegram.constants and shortcuts to them as class variables

  • Link new and existing constants in docstrings instead of hard-coded numbers and strings

  • Add new message types to :attr:telegram.Message.effective_attachment

  • Added new handlers for new update types

    • Add the handlers to the warning loop in the :class:~telegram.ext.ConversationHandler

  • Added new filters for new message (sub)types

  • Added or updated documentation for the changed class(es) and/or method(s)

  • Added the new method(s) to _extbot.py

  • Added or updated bot_methods.rst

  • Updated the Bot API version number in all places: README.rst (including the badge) and telegram.constants.BOT_API_VERSION_INFO

  • Added logic for arbitrary callback data in :class:telegram.ext.ExtBot for new methods that either accept a reply_markup in some form or have a return type that is/contains :class:~telegram.Message