How much would it cost?
It’s like building a swimming pool—which starts around $75,000, maybe $100,000. By the time you build this whole thing, it would probably cost $1,000 a foot. I don’t think moats are a particularly good idea.
So, how does the water stay in the moat?
Unless you were near a spring or dam, you would need a pump to constantly add water. As soon as the water levels go down, a pump adds in more water from a larger source. It’s actually identical to how a toilet works.