download pages using a cookies.txt file


I would like to download a page that requires authentication with
cookies. I've already figured out how to do it with wget (blog post
here: In short:
(1) extract cookies from Firefox's cookies.sqlite and store them in a text file
(2) wget --cookies=on --load-cookies=cookies.txt
--keep-session-cookies "http://...";

My question is: how to do it from Python? If possible, I want to avoid
making external calls to wget.