reproduce steps:

1. mkdir $HOME/heapster-build/src/k8s.io/ -p
2. mkdir /tmp/heapster/ -p && cd /tmp/heapster/ && git clone https://github.com/kubernetes/heapster.git
3. cd $HOME/heapster-build/src/k8s.io/ && ln -s mkdir /tmp/heapster/
4. export GOPATH=$HOME/heapster-build && code $HOME/heapster-build
5. open $HOME/heapster-build/src/k8s.io/heapster/metrics/heapster.go and vscode-go will complain packages such as k8s.io/apimachinery/pkg/fields can not be found, but actually they are in the vendor directory.
6. cd $HOME/heapster-build/src/k8s.io/heapster/metrics , and then run go build heapster.go auth.go handlers.go , this can build successfully.

if i copy /tmp/heapster/ to $HOME/heapster-build/src/k8s.io` instead of making a symlink , vscode-go works well

vscode:1.10.1
vscode-go:0.6.55
os:Ubuntu 16.04.1 LTS