I got the answer myself via Python docs:
import http.cookiejar
import urllib.request
self.cj = http.cookiejar.MozillaCookieJar(self.cookie_file)
self.opener = urllib.request.build_opener(
urllib.request.HTTPRedirectHandler(),
urllib.request.HTTPHandler(debuglevel=0),
urllib.request.HTTPSHandler(debuglevel=0),
urllib.request.HTTPCookieProcessor(self.cj)
)