New build.gradle. Build by using ./gradlew shadowjar

build.gradle

plugins {
    id 'com.github.johnrengelman.shadow' version '5.0.0'
    id 'java'
}

group 'com.okayd'
version '1.0-SNAPSHOT'

sourceCompatibility = 1.8

repositories {
    mavenCentral()
    jcenter()
}

dependencies {
    testCompile group: 'junit', name: 'junit', version: '4.12'
    compile 'net.dv8tion:JDA:3.8.3_463'
    compile 'com.github.jengelman.gradle.plugins:shadow:2.0.1'
}

jar {
    manifest {
        attributes(
            'Main-Class': 'Main'
        )
    }
}