Without more context on what you are trying to do with the Dataiku API client, it is difficult to identify the root cause of the error.
Have you followed the SSL Certificate steps highlighted on https://doc.dataiku.com/dss/latest/installation/custom_install.html#configuring-https?
Otherwise, the easiest remains to use SSL without verification by doing
client = dataikuapi.DSSClient('<hostname:port>', api_key)
client._session.verify = False
Hope it helps,