Combine list of videos into one video

Question

I have a list of videos (all .mp4), that I would like to combine to one large .mp4 video. The names of the files are as following: vid0.mp4, vid1.mp4, vid2.mp4, .... After searching, I found a Quora question which explains that the main file should be opened, then all sub files should be read (as bits) and then written. So here is my code:

import os
with open("MainVideo.mp4","wb") as f:
    for video in os.listdir("/home/timmy/sd/videos/"):
        temp=open('/home/timmy/sd/videos/%s'%video)
        h=temp.read()
        '''
        for i in h:
            f.write(i) #Error

        '''
        f.write(h)
        temp.close()

This is only writing the first video. Is there a way to write it without using outside libraries? If not, please refer me to one.

I also tried the moviepy library but I get OSError.

code:

from moviepy.editor import VideoFileClip, concatenate_videoclips
li1=[]
for i in range(0,30):
    name_of_file = "/home/timmy/sd/videos/vid%d.mp4"%i
    clip = VideoFileClip(name_of_file)
    #print(name_of_file)
    li1.append(clip)

I get OSError after the 9th clip. (I think this is because of the size of the list.)