Type hints: Add static type checker mypy

[binste]

Adds mypy as a linter and fixes all current errors. This is a prerequisite for the subsequent tasks outlined in #2951.

[mattijn]

Thanks for this PR @binste!
Can we make use of the pipe operator introduced in 3.10 through typing_extensions?

Eg

Dict[str, Any] | None

Instead of

Optional[Dict[str, Any]]

[binste]

Unfortunately no. The pipe operator throws a SyntaxError prior to 3.10, see https://mypy.readthedocs.io/en/stable/runtime_troubles.html#using-x-y-syntax-for-unions. This can be circumvented by doing the "Future Annotations Import" from __future__ import annotations which seems to be a highly debated topic in the Python world and support by default for this behaviour has been postponed a few times, see python/cpython#82786. I'd therefore suggest that we stick to Union and Optional to have the broadest possible compatibility.

[mattijn]

That's unfortunate. It would improve readability of the type definitions.