CI: Add CodeQL (dymensionxyz#568)

.github/workflows/codeql.yml

@@ -0,0 +1,41 @@
+name: "CodeQL"
+
+on:
+  pull_request:
+    paths:
+      - "**.go"
+  push:
+    # The branches below must be a subset of the branches above
+    branches:
+      - main
+      - release/**
+    paths:
+      - "**.go"
+
+jobs:
+  analyze:
+    name: Analyze
+    runs-on: ubuntu-latest
+    permissions:
+      actions: read
+      contents: read
+      security-events: write
+
+    steps:
+      - name: Checkout repository
+        uses: actions/checkout@v3
+      - uses: actions/setup-go@v3
+        with:
+          go-version: 1.19
+      # Initializes the CodeQL tools for scanning.
+      - name: Initialize CodeQL
+        uses: github/codeql-action/init@v2
+        with:
+          languages: "go"
+          queries: crypto-com/cosmos-sdk-codeql@main,security-and-quality
+
+      - name: Build
+        run: make build
+
+      - name: Perform CodeQL Analysis
+        uses: github/codeql-action/analyze@v2