donwload_file_htmlparser.py

from html.parser import HTMLParser 

class MyHTMLParser(HTMLParser):
    links = []
    def handle_starttag(self, tag, attrs):
        if tag != 'a':
            return

        for attr in attrs:
            if 'href' in attr[0]:
                if attr[1].endswith('format=midi'):
                    self.links.append(attr[1])
                    break

parser = MyHTMLParser()
parser.feed(r.text)

for url in parser.links:
    if is_downloadable(url):
       wget.download(url, './data/' + url.split('&file=')[-1].split('&format')[0] + '.mid')