Error: GPG check FAILED when upgrading system using dnf in Fedora

Use this command to solve this: dnf update --nogpgcheck

But... you are saying "No":

Is this ok [y/N]: n

...when asked to install the key!

Try with yes (y) instead!

I'm getting the following message

Package code-1.40.1-1573664332.el7.x86_64.rpm is not signed
The downloaded packages were saved in cache until the next successful transaction.
You can remove cached packages by executing 'dnf clean packages'.
Error: GPG check FAILED

So the code package isn't signed.

Let's see which repo provides it:

dnf provides code | grep "Repo" | sort | uniq

Repo        : code
Repo        : @System

I can proceed by disabling the code repository:

sudo dnf update --refresh --verbose --disablerepo code