Capture OAuth2 authorization code locally

I am planning a command line Python program that will use OAuth2 authentication to access files from a user's Box account and download them to their local machine. In step 4 of the guide here (https://developer.box.com/guides/authentication/oauth2/with-sdk/), it says that I need to provide a redirect URL that can receive the temporary authorization code that my program will need. Since I'm not going to have a remote server running that could receive that code, I was thinking of setting up a lightweight server on localhost and then providing a link to that as the redirect URL, to receive the code. But is there a better way to do that? Or, if you've done it this way before, any tips on how to implement it well?

Much thanks.