Add C document to sphinx, fix arrow. (#8300)

- Group C API.
- Add C API sphinx doc.
- Consistent use of `OptionalArg` and the parameter name `config`.
- Remove call to deprecated functions in demo.
- Fix some formatting errors.
- Add links to c examples in the document (only visible with doxygen pages)
- Fix arrow.

python-package/xgboost/core.py

@@ -1020,7 +1020,7 @@ class DMatrix:  # pylint: disable=too-many-instance-attributes,too-many-public-m
         testing purposes. If this is a quantized DMatrix then quantized values are
         returned instead of input values.
 
-            .. versionadded:: 2.0.0
+            .. versionadded:: 1.7.0
 
         """
         indptr = np.empty(self.num_row() + 1, dtype=np.uint64)

python-package/xgboost/data.py

@@ -619,12 +619,14 @@ def _from_arrow(
     if enable_categorical:
         raise ValueError("categorical data in arrow is not supported yet.")
 
-    rb_iter = iter(data.to_batches())
+    batches = data.to_batches()
+    rb_iter = iter(batches)
     it = record_batch_data_iter(rb_iter)
     next_callback = ctypes.CFUNCTYPE(ctypes.c_int, ctypes.c_void_p)(it)
     handle = ctypes.c_void_p()
-
-    config = bytes(json.dumps({"missing": missing, "nthread": nthread}), "utf-8")
+    config = from_pystr_to_cstr(
+        json.dumps({"missing": missing, "nthread": nthread, "nbatch": len(batches)})
+    )
     _check_call(
         _LIB.XGDMatrixCreateFromArrowCallback(
             next_callback,