multiline = ogr.Geometry(ogr.wkbMultiLineString):
for lon in range(min_lon, max_lon, interval):
    line1 = ogr.Geometry(ogr.wkbLineString)
    lat = min_long + interval
    line1.AddPoint(min_lon, lat)
    line1.AddPoint(max_lon, lat)
    multiline.AddGeometry(line1)

for lat in range(min_lat, max_lat, interval):
    line2 = ogr.Geometry(ogr.wkbLineString)
    lat = min_lat + interval
    line2.AddPoint(lon, min_lat)
    line2.AddPoint(lon, max_lat)
    multiline.AddGeometry(line2)

print(multiline.ExportToWkt())
with open ('multiline.txt', 'w') as f:
    f.write(multiline.ExportToWkt())