I was using mitmproxy to see the traffic. Now I want to store all of those packets into a file. Is that possible or should I use mitmdump next time?
It does not matter if you use mitmproxy or mitmdump.
Both programs support nearly the same functionality, except that mitmdump is a command-line tool that does not shows a GUI.
For saving the captured web traffic you can start mitmproxy or mitmdump using the -w command-line option:
mitmproxy -w outfile
mitmdump -w outfile