import pysftp

DOWNLOAD = {
"USERNAME": "username",
"PASSWORD": "password"
}

FTP_SITE = 'sftp.mysite.com'

srv = pysftp.Connection(host=FTP_SITE, username=DOWNLOAD['USERNAME'],
                    password=DOWNLOAD['PASSWORD']

cnopts = pysftp.CnOpts()
cnopts.hostkeys = None
srv = pysftp.Connection(host=FTP_SITE, username=DOWNLOAD['USERNAME'],
                         password=DOWNLOAD['PASSWORD'], cnopts=cnopts)

cnopts = pysftp.CnOpts()
cnopts.hostkeys.load('sftpserver.pub')

cnopts.hostkeys.add(...)