No, I never heard of this application and did not install it on the phone. I am from Russia, sometimes new trends go up to us sometimes)
How about Guard Provider app or any anti-virus pre-installed on your phone?
Read this article below.
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Xiaomi phones came with security flaw preinstalledSince before I don't trust any Chinese phones because there are lots of security vulnerabilities like Xiaomi phones.
If you know well that you downloaded it from trusted sources the only thing that I suspected is the preinstalled apps from your phone(Like the Guard app mention from the article.).