Is your feature request related to a problem? Please describe.

While usingConversationHandler there is no possibility to check which state a callback was triggered from.

In my case I have a bot for a group game and I have commands like/add_me,/remove_me which every user may trigger at any time during the game. I would like to update my internal state differently depending on which state the conversation is currently in.

Describe the solution you'd like

As a solution I'd like to see an additional field inCallbackContext, e.g.{"conversation_data": {"current_state": <MY_STATE>}}. This can be easily done by implementingcollect_additional_context method inConversationHandler class.

Describe alternatives you've considered

There are two ways to achieve what I need using current code:

1. assuming I only has oneConversationHandler and it was added to dispatcher first, I can run

   context.dispatcher.handlers[0][0].conversations[(update.effective_chat.id,)]

   however this method is error-prone if i have many conversation handlers or I have nested ones.

2. I can manually update context withconversation_data field, however this would require editing all of my callbacks and therefore also error-prone.

Additional context

N/A

I will be happy to make a PR if you find this useful.