Script that read from an SFTP folded > Save new files in local directory > Create a master file which is the concatenation of all saved files

I need a script (possibly in powershell or python) that whenever a file (txt) is uploaded innto an SFTP folder (eg check every minute) download the new file in a local directory (Let's call it "/All Txt folder") and then create/update a 'master file.txt' which is the concatenation of all txt files present in the "/All Txt folder".