TOKEN = '<your_api_token>'
SOCKS_URL = 'socks5://<your_sock5_proxy_host>:1080/'
SOCKS_USER = '<your_sock5_proxy_user>'
SOCKS_PASS = '<your_sock5_proxy_password>'

################## urllib3 ##################

import urllib3
urllib3.disable_warnings()
from urllib3.contrib.socks import SOCKSProxyManager

manager = SOCKSProxyManager(
	SOCKS_URL,
	username = SOCKS_USER,
	password = SOCKS_PASS,
)
response = manager.request('GET', 'https://api.telegram.org/bot' + TOKEN + '/getMe')
print response.data

############ python-telegram-bot ############

from telegram.utils.request import Request
from telegram import Bot

bot = Bot(
	TOKEN,
	request = Request(
		proxy_url = SOCKS_URL,
		urllib3_proxy_kwargs = {
				'username': SOCKS_USER,
				'password': SOCKS_PASS,
		},
	)
)
print str(bot.get_me().id)

{"ok":true,"result":{"id":584331883,"is_bot":true,"first_name":"Test","username":"TestSocksBot"}}
Traceback (most recent call last):
  File "/usr/lib/test/test.py", line 33, in <module>
	print str(bot.get_me().id)
  File "/usr/local/lib/python2.7/dist-packages/telegram/bot.py", line 60, in decorator
	result = func(self, *args, **kwargs)
  File "/usr/local/lib/python2.7/dist-packages/telegram/bot.py", line 191, in get_me
	result = self._request.get(url, timeout=timeout)
  File "/usr/local/lib/python2.7/dist-packages/telegram/utils/request.py", line 245, in get
	result = self._request_wrapper('GET', url, **urlopen_kwargs)
  File "/usr/local/lib/python2.7/dist-packages/telegram/utils/request.py", line 201, in _request_wrapper
	raise NetworkError('urllib3 HTTPError {0}'.format(error))
telegram.error.NetworkError: urllib3 HTTPError SOCKSHTTPSConnectionPool(host='api.telegram.org', port=443): Max retries exceeded with url: /bot<your_api_token>/getMe (Caused by NewConnectionError('<telegram.vendor.ptb_urllib3.urllib3.contrib.socks.SOCKSHTTPSConnection object at 0x7624d7f0>: Failed to establish a new connection: 0x02: Connection not allowed by ruleset',))