chore: add mypy static type checker

What does this merge request do and why?

This MR introduces static type check with mypy.

Relates to #246 (closed)

How to set up and validate locally

1. Check out to this merge request's branch.
2. Run the follow command to run the default static type check.

   make check-mypy

3. Run the follow command to run see the outstanding mypy errors.

   make check-mypy TODO=true
   --snip--
   Found 265 errors in 59 files (checked 161 source files)
   make: *** [Makefile:83: check-mypy] Error 1

Merge request checklist

• Tests added for new functionality. If not, please raise an issue to follow up.
• Documentation added/updated, if needed.