If you’re using Arduino IDE, you can follow this tutorial: https://randomnerdtutorials.com/esp32-external-wake-up-deep-sleep/ . A reed switch acts like a button, so you just have to replace the button with the reed switch.
If you want to do it with MicroPython, it seems that now it is possible. See the documentation here: http://docs.micropython.org/en/latest/library/esp32.html?highlight=touch#module-esp32
I hope this helps.