Infected usb drives in mice

I bought a mouse on aliexpress. It was reasonably cheap. It works well enough to be on par with a mouse I can buy here for 4 times the price. I know, this is a well known business model, and those mice are exactly the same.

Yet being bought here or there, how do I figure out whether there is malicious code being executed at the same time I am using it. F.i. a keylogger being run at the same time from the mouse?