There are many concepts that can be applied to play the Gypsy Jazz genre.

For the most part though; the melodies of this genre are not based on a specific scale; instead,
You have to follow the chord changes and create your melodies from arpeggios and then add chromatic tones.

Another thing to remember is that you would be playing arpeggios of Substitutions.
For example if you have a C9 chord, you could play an Em7 (b5) arpeggio and throw in some chromatic tones.

Also, it is a common practice to use minor 6 chords instead of simple triads.
Other chords in the progression will include Dominant chords (and their extensions) and Diminished 7 chords.

As I said previously, your melodies are not going to rely on a specific scale, but a good place to start is using arpeggios and connecting your phrases with Minor Harmonic, Dorian, Melodic Minor and Diminished lines and fills.

Try finding the score of Djangology or Douce Ambience by the great Django Reinhardt.

Hope that helps. :)