Add action to format external links

.github/workflows/format_external_links.yml

@@ -0,0 +1,33 @@
+name: Format Markdown Links
+
+on:
+  push:
+    branches-ignore:
+    # We don't want code modified after merge in master
+    - main
+    paths:
+    # Run action if any Markdown file is pushed
+    - '**.md'
+
+jobs:
+  format-links:
+    runs-on: ubuntu-latest
+    steps:
+      - name: Checkout Repository
+        uses: actions/checkout@v2
+
+      - name: Set up Python
+        uses: actions/setup-python@v2
+        with:
+          python-version: '3.x'
+
+      - name: Run Link Formatter Script
+        run: python ./scripts/format_external_links.py --path ./docs
+
+      - name: Commit changes
+        uses: stefanzweifel/git-auto-commit-action@v4
+        with:
+          commit_message: 'GitHub Action: Apply external link format'
+          branch: ${{ github.head_ref }}
+        env:
+          GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}