Investigate pylint rule around missing dependency

Assuming code import a 3rd party package, confirm it's defined in setup.py.

There are many ways and evil details to approach:
- We can hardcode the list package we check (requests, aiohttp, typing_extensions)
- We can smartly discover them (regexp)
- We can smartly discover them and infer what we need based on conditional dependency. Technically, you could say "Install `foo` only on Python 3.6, and do a try/except to import it only on 3.6".

Have smart do we want to be? I would suggest we do this incrementally, start with typing_extensions hardcoded, and extend it to package discovery, and then extend it to conditional dependency

Open issue for idea and more requirements