I downloaded the Python 3.5 source code and ran the following:
$ tar -xf Python-3.5.2.tar.xz
$ ./configure --with-ensurepip=upgrade
$ make
$ sudo make altins
Please note that besides that as of version OpenSSL 1.1.0 (included from Ubuntu 18.04 repositories, I am not sure for other Linux distributions) there are python vesions that may have compilation issues (see this question and my answer), in short:
Python <3.4.5 and Python <3.5.3 have not implemented this newest version of OpenSSL, most likely other major Python versions suffer the same issue. The fix is to download the minor version that implements the fix (or newer). Check the full changelogs to check which minor version that is (changelog for 3.4 and 3.5)
If you use Manjaro Linux, you can use this:
sudo pacman -S openssl , check