use modules

[nkostoulas]

Added in version 1.11 aiming to be standard by 1.14. This will improve dependency management among other things.

[nkostoulas]

https://github.com/golang/go/wiki/Modules

[nkostoulas]

Also we have to download zmq when doing tests, though it's not used anywhere. Explore if there is any way to split dependencies in non-test and test ones and how it works with the new Modules stuff.