In any case, there are 2 issues:
1. Your employer (the consulting company) does not want to pay you for the work that you have done.
2. Your current assignment involves supposedly illegal activities (putting the customer's (i.e. bank's) code to GitHub) in which you do not want to participate.
In order to resolve issue #1, get a lawyer, analyze your contract and if its terms were indeed broken, sue the company.
In order to resolve issue #2, simply do not do it. Quit the job. If the matter bothers you and you want to stop the supposedly illegal practices from occurring again, talk to the customer (i.e. the bank, not your employer). They must have some means of internal whistleblowing. Find out what it is and how to raise a concern. It should be possible to do it anonymously. As soon as you do it, your part is done. From that point on, it is their responsibility to take the matter further, should they wish to do so.