If your gtf file has the annotation of CDS's you can extract CDS sequences using gffread in this way:

gffread -g genome.fa -x CDS.fa annotation.gtf

There are so many ways to do this. If you don't want to write your own code, use the utilities from preexisiting packages such as BedTools (fastafrombed), Glimmer (extract) and even Galaxy as a tool (extract features).