Хорошо, я знаю ответ.
CONSUMER_KEY = 'xxx'
CONSUMER_SECRET = 'xxx'
ACCESS_TOKEN = 'xxx'
ACCESS_SECRET = 'xxx'
my_auth = requests_oauthlib.OAuth1(CONSUMER_KEY, CONSUMER_SECRET,ACCESS_TOKEN, ACCESS_SECRET)
url = "https://api.twitter.com/1.1/collections/list.json?user_id = "
query_url = url
response = requests.get(query_url, auth=my_auth)
print(response.join())