# impute the mean and add an indicator matrix (new in scikit-learn 0.21)
imputer = SimpleImputer(add_indicator=True)
imputer.fit_transform(X)

# After adding missingness indicator
array([[20. ,  0. ],
       [30. ,  0. ],
       [10. ,  0. ],
       [17.5,  1. ],
       [10. ,  0. ]])