Setup Code Scanning on datadog-api-client-python

[ganeshkumarsv]

Static code analysis on datadog-api-client-python using Github's Code Scanning.

This PR has Github workflow configs to trigger the Code Scanning on every PR and on push to master branch. As of now only default security based CodeQL queries are configured. We can gradually add queries for Code Quality later.

[therve]

This is pretty slow, do we have to run it on every PR? Is there a way to make it faster?

[ganeshkumarsv]

@therve If it slows down the pipeline, we can make it to run on every push to default branch. But running on PR helps to find the issues before they get merged to default branch. It is a part of Datadog compliance requirements to regularly perform code-scanning on all the customer installed code.

[therve]

@therve If it slows down the pipeline, we can make it to run on every push to default branch. But running on PR helps to find the issues before they get merged to default branch. It is a part of Datadog compliance requirements to regularly perform code-scanning on all the customer installed code.

Right if you don't mind, I'd reduce it master push. This should fill the requirements while not having bad effect on the pipeline.

[ganeshkumarsv]

I've removed scanning on every PR. Please let me know if the PR looks good 🙇