Add snyk code action

.github/workflows/snyk-code.yml

@@ -0,0 +1,29 @@
+---
+# Perform a code scan using Snyk, uploading the results to the security tab
+# Requires a token from snyk as SNYK_TOKEN
+name: Run Snyk Code
+on:
+  push:
+    branches:
+      - main
+  pull_request:
+    branches:
+      - main
+jobs:
+  snyk-code-check:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@master
+      - name: Run Snyk to check for vulnerabilities
+        uses: snyk/actions/python@master
+        continue-on-error: true  # To make sure that SARIF upload gets called
+        env:
+          SNYK_TOKEN: ${{ secrets.SNYK_TOKEN }}
+        with:
+          command: code test
+          args: --sarif-file-output=snyk.sarif
+      - name: Upload result to GitHub Code Scanning
+        uses: github/codeql-action/upload-sarif@v2
+        with:
+          sarif_file: snyk.sarif
+          category: snyk