Update sankey-diagram.md

Author: LiamConnors

doc/python/sankey-diagram.md

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   plotly:
     description: How to make Sankey Diagrams in Python with Plotly.
     display_as: basic
@@ -210,6 +210,53 @@ fig = go.Figure(go.Sankey(
 fig.show()
 ```
 
+### Sankey Diagram with Arrow Links
+
+*New in 5.10*
+
+Create a Sankey diagram with arrow links by setting the `arrowlen` attribute of `link`:
+
+```python
+import plotly.graph_objects as go
+import urllib, json
+
+url = 'https://raw.githubusercontent.com/plotly/plotly.js/master/test/image/mocks/sankey_energy.json'
+response = urllib.request.urlopen(url)
+data = json.loads(response.read())
+
+# override gray link colors with 'source' colors
+opacity = 0.4
+# change 'magenta' to its 'rgba' value to add opacity
+data['data'][0]['node']['color'] = ['rgba(255,0,255, 0.8)' if color == "magenta" else color for color in data['data'][0]['node']['color']]
+data['data'][0]['link']['color'] = [data['data'][0]['node']['color'][src].replace("0.8", str(opacity))
+                                    for src in data['data'][0]['link']['source']]
+
+fig = go.Figure(data=[go.Sankey(
+    valueformat = ".0f",
+    valuesuffix = "TWh",
+    # Define nodes
+    node = dict(
+      pad = 15,
+      thickness = 15,
+      line = dict(color = "black", width = 0.5),
+      label =  data['data'][0]['node']['label'],
+      color =  data['data'][0]['node']['color']
+    ),
+    # Add links
+    link = dict(
+      arrowlen = 15,
+      source =  data['data'][0]['link']['source'],
+      target =  data['data'][0]['link']['target'],
+      value =  data['data'][0]['link']['value'],
+      label =  data['data'][0]['link']['label'],
+      color =  data['data'][0]['link']['color']
+))])
+
+fig.update_layout(title_text="Energy forecast for 2050<br>Source: Department of Energy & Climate Change, Tom Counsell via <a href='https://bost.ocks.org/mike/sankey/'>Mike Bostock</a>",
+                  font_size=10)
+fig.show()
+```
+
 ### Reference
 
 See [https://plotly.com/python/reference/sankey](https://plotly.com/python/reference/sankey/) for more information and options!