chore: add security policy

SECURITY.md

@@ -0,0 +1,22 @@
+# Security Policy
+
+## Supported Versions
+
+| Version | `socket.io-client` version | Supported          |
+|---------|----------------------------|--------------------|
+| 6.x     | 4.x                        | :white_check_mark: |
+| 4.x     | 3.x                        | :white_check_mark: |
+| 3.5.x   | 2.4.x                      | :white_check_mark: |
+| < 3.5.0 | < 2.4.0                    | :x:                |
+
+## Reporting a Vulnerability
+
+To report a security vulnerability in this package, please send an email to [@darrachequesne](https://github.com/darrachequesne) (see address in profile) describing the vulnerability and how to reproduce it.
+
+We will get back to you as soon as possible and publish a fix if necessary.
+
+:warning: IMPORTANT :warning: please do not create an issue in this repository, as attackers might take advantage of it. Thank you in advance for your responsible disclosure.
+
+## History
+
+No security vulnerability were reported yet.