First, you will need to enable the Go Modules feature and configure Go to use the proxy.
bash:

export GOPROXY=https://goproxy.io

Or
powershell:

$env:GOPROXY = "https://goproxy.io"

Now, when you build and run your applications, go will fetch dependencies via goproxy.io.

Note: This proxy can't fetch your private repos of course.

Private proxy

Started

./goproxy -listen=0.0.0.0:80 -cacheDir=/data

Use docker image

docker run -d -p80:8081 goproxy/goproxy

Use the -v flag to persisting the proxy module data (change cacheDir to your own dir):

docker run -d -p80:8081 -v cacheDir:/go goproxy/goproxy