Download a file from the company's SharePoint when Redirect to Okta authentication -python

im trying to use download a file with python script from my company’s SharePoint - the problem is that i cannot use “Sharepy” library because - to login to the SharePoint I redirected to Okta login page ( the company is using Okta authentication ), any ideas how can I pass it? I’m trying to use ‘requests’ without any success, thank you!