Add warning for PIP_EXTRA_INDEX_URL var

doc/user/application_security/dependency_scanning/index.md

@@ -194,7 +194,7 @@ The following variables are used for configuring specific analyzers (used for a
 | `GRADLE_CLI_OPTS`                    | `gemnasium-maven`  |                              | List of command line arguments that are passed to `gradle` by the analyzer. |
 | `SBT_CLI_OPTS`                       | `gemnasium-maven`  |                              | List of command-line arguments that the analyzer passes to `sbt`. |
 | `PIP_INDEX_URL`                      | `gemnasium-python` | `https://pypi.org/simple`    | Base URL of Python Package Index. |
-| `PIP_EXTRA_INDEX_URL`                | `gemnasium-python` |                              | Array of [extra URLs](https://pip.pypa.io/en/stable/reference/pip_install/#cmdoption-extra-index-url) of package indexes to use in addition to `PIP_INDEX_URL`. Comma-separated. |
+| `PIP_EXTRA_INDEX_URL`                | `gemnasium-python` |                              | Array of [extra URLs](https://pip.pypa.io/en/stable/reference/pip_install/#cmdoption-extra-index-url) of package indexes to use in addition to `PIP_INDEX_URL`. Comma-separated. **Warning:** Please read [the following security consideration](#python-projects) when using this environment variable. |
 | `PIP_REQUIREMENTS_FILE`              | `gemnasium-python` |                              | Pip requirements file to be scanned. |
 | `DS_PIP_VERSION`                     | `gemnasium-python` |                              | Force the install of a specific pip version (example: `"19.3"`), otherwise the pip installed in the Docker image is used. ([Introduced](https://gitlab.com/gitlab-org/gitlab/-/issues/12811) in GitLab 12.7) |
 | `DS_PIP_DEPENDENCY_PATH`             | `gemnasium-python` |                              | Path to load Python pip dependencies from. ([Introduced](https://gitlab.com/gitlab-org/gitlab/-/issues/12412) in GitLab 12.2) |
@@ -552,6 +552,18 @@ gemnasium-dependency_scanning:
     - tar -xzf gemnasium_db.tar.gz -C $GEMNASIUM_DB_LOCAL_PATH
 ```
 
+## Warnings
+
+### Python projects
+
+Extra care needs to be taken when using the [`PIP_EXTRA_INDEX_URL`](https://pipenv.pypa.io/en/latest/cli/#envvar-PIP_EXTRA_INDEX_URL)
+environment variable due to a possible exploit documented by [CVE-2018-20225](https://nvd.nist.gov/vuln/detail/CVE-2018-20225):
+
+> An issue was discovered in pip (all versions) because it installs the version with the highest version number, even if the user had
+intended to obtain a private package from a private index. This only affects use of the `PIP_EXTRA_INDEX_URL` option, and exploitation
+requires that the package does not already exist in the public index (and thus the attacker can put the package there with an arbitrary
+version number).
+
 ## Limitations
 
 ### Referencing local dependencies using a path in JavaScript projects