Just a note: you might be able to fit all of the format string onto a single line when you do this.  But in cases like this where only part of the line will fit it's a little tricky.  Leaving just a single word on the second line doesn't look right.  Maybe something like this is best:

``` python
+                    raise TypeError(
+                        'send_request() got an unexpected keyword'
+                        ' argument "%(arg)s"' % {'arg': to_bytes(arg)})
```