Hello and welcome!
Depth will depend on the frost line in your particular area. I did a search, and it looks like the frost line in your area is 42”………. Where I live (in the Southern US), we rarely have to consider “freezing,” so any depth requirements (here) are aimed at safety and liability. That information should be available to you. You can usually search local and state building codes online, or check with local government sites.
As far as fencing goes, that will depend on individual city codes, so that’s something you may want to check out. Sometimes it depends on the depth of the pond, but if there’s a danger for children or pets, IMHO, almost any depth can be dangerous, so overall safety and liability should be considered. Do you live in a neighborhood vs open country?
Let us know what you find out.