my_layer = QgsVectorLayer('./path/to/my_layer.shp', 'my_layer', 'ogr')
field_index = my_layer.fieldNameIndex('ID')
my_layer.setConstraintExpression(field_index, 'NOT NULL')

> AttributeError: 'QgsVectorLayer' object has no attribute
> 'setConstraintExpression'

formConfig = layer.editFormConfig()
formConfig.setNotNull( fieldIndex, True )

formConfig.setExpression( fieldIndex, myExpression )

def check_constraints(self, fid):
    feature_iterator = self.iface.activeLayer().getFeatures(QgsFeatureRequest(fid))
    feature = next(feature_iterator)
    code = feature.attributes()[0]
    if not code:
        self.iface.messageBar().pushMessage("Error", "the code of the entity is null !t", level=QgsMessageBar.CRITICAL)

self.iface.activeLayer().featureAdded.connect(self.check_constraints)