Security

A 4-digit verification code would be sent to your "trusted" device when you attempt to log into a non-trusted one with your Apple ID. It is part of Apple's earlier 2-Step Verification security method for the Apple ID. That is why you are seeing it on your phone.

Now why you are getting it if you are not trying to log into a non-trusted device, is potentially because someone else knows your Apple ID credentials and is trying to use them on a non-trusted device. As KiltedTim has mentioned this could mean that your Apple ID is compromised and you should immediately change your ID's password.

Ref: If you think your Apple ID has been compromised - Apple Support

It is secure. That's why you are getting the verification code and not whoever is attempting to access your account.

Change your password.