Add type annotations to the project and use mypy (#2588)

Provide type annotations and use mypy for static type checking. Type
checkers help ensure that the project is using variables and functions
in the code correctly. With mypy, CI will warn when those types are used
incorrectly.

The mypy project and docs:
https://github.com/python/mypy
https://mypy.readthedocs.io/en/stable/index.html