Document custom key completions

docs/source/config/integrating.rst

@@ -11,6 +11,14 b' To change the attributes displayed by tab-completing your object, define a'
 ``__dir__(self)`` method for it. For more details, see the documentation of the
 built-in `dir() function <http://docs.python.org/library/functions.html#dir>`_.
 
+You can also customise key completions for your objects, e.g. pressing tab after
+``obj["a``. To do so, define a method ``_ipython_key_completions_()``, which
+returns a list of objects which are possible keys in a subscript expression
+``obj[key]``.
+
+.. versionadded:: 5.0
+   Custom key completions
+
 Rich display
 ============