Add nancy vulnerability scanner (#10289)

.github/workflows/go.yml

@@ -4,7 +4,6 @@ on:
   pull_request:
     branches:
     - master
-    - release
 
 jobs:
   build:
@@ -12,7 +11,7 @@ jobs:
     runs-on: ${{ matrix.os }}
     strategy:
       matrix:
-        go-version: [1.14.x]
+        go-version: [1.14.x, 1.15.x]
         os: [ubuntu-latest, windows-latest]
     steps:
       - uses: actions/checkout@v2
@@ -39,6 +38,9 @@ jobs:
           MINIO_CI_CD: 1
         run: |
           sudo apt-get install devscripts shellcheck
+          nancy_version=$(curl --retry 10 -Ls -o /dev/null -w "%{url_effective}" https://github.com/sonatype-nexus-community/nancy/releases/latest | sed "s/https:\/\/github.com\/sonatype-nexus-community\/nancy\/releases\/tag\///")
+          curl -L -o nancy https://github.com/sonatype-nexus-community/nancy/releases/download/${nancy_version}/nancy-linux.amd64-${nancy_version} && chmod +x nancy
+          go list -m all | ./nancy
           make
           diff -au <(gofmt -s -d cmd) <(printf "")
           diff -au <(gofmt -s -d pkg) <(printf "")