def recursive_ftp(sftp, path='.', files=None):
    if files is None:
        files = defaultdict(list)

    # loop over list of SFTPAttributes (files with modes)
    for attr in sftp.listdir_attr(path):

        if stat.S_ISDIR(attr.st_mode):
            # If the file is a directory, recurse it
            recursive_ftp(sftp, os.path.join(path,attr.filename), files)

        else:
            #  if the file is a file, add it to our dict
            files[path].append(attr.filename)

    return files

import paramiko
import stat
transport = paramiko.Transport((host, port))
transport.connect(username=username, password=password)
sftp = paramiko.SFTPClient.from_transport(transport)

files = recursive_ftp(sftp)

/foo
----a.csv
----b.csv
/bar
----c.csv
/baz

{
    './foo': ['a.csv', 'b.csv'],
    './bar': ['c.csv']
}