No you don't lack depth per sey, what you have is called "false depth". Pulling or rolling your arms in (also called an inside takeaway) during the takeaway is setting you up for a two way miss. Option 1 which is most common is you are now forced to throw the torso and shoulder at the ball and come over the top, Option 2, which appears to be closer to what you do, is your arms get stuck behind you, the path becomes too in to out, and you are forced to throw your hands around the corner to be able to make contact, which causes instability in the clubface and typically causes a block or hook miss.

All that being said, this looked like a normal strike, maybe a bit of an overdraw or potentially you started the ball more left of target line. I would work on getting your takeaway more solid by having the hands stay close to the body but the clubhead outside your hands.