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A Citron Goby tends to need a carnivourous diet. You should try to offer it several different things to entice it to eat. Besides just brine shrimp, you should consider trying mysid shrimp (also try soaking these with garlic before feeding to the fish), formula one frozen blocks or even ground-up raw cocktail shrimp.
Another good suggestion is to try live brine shrimp if you have access to these (or grow your own). Many wild caught fish will not eat anything but live food until they get used to your aquarium.