I have been depressed for years and years. It was caused by food in the first instance (in my case milk and cheese products, but it can be anything, e.g the protein in wheat - without it being a celiac disease). This special kind of allergy (not with a rash; it's called food allergy of the fourth type) is toxic for the brain.
I don't know where you live and if you can be reached. Find out dr Raphael Nogier in France (Lyon): you can find him even on internet. He knows a lot and has helped thousands of people. Food can create unbalance between the two halves of the brain and give e.g. hyperfunction of the right brain to te exclusion or partial inhibition of the left, which can create depression.
This condition can easily be cured, if you could go to him. Of course you should stop smoking if you do (and this is another feat; dr Nogier can help you do this); stop drinking coffee (and powder substitutes) and tea (except green tea, but not in bags!) and stop using Sugar and Sugar substitutes (use honey instead, but first put some powder vitamin C in to detoxicate it from mold etc. Read the book: Sugar Blues, by William Dufty and the Clark books).
And if you can, walk at least 40 minutes a day, in open air if possible.
Another thing is: read Dr Hulda Regehr Clark The Cure For All Diseases . It has a chapter on Depression (whether it is maniacal or no) and phobias: it is connnected with bacteria in the brain and other "invaders" in the body. Especially when I take Ornitin (suggested by Clark)I sleep soundly and feel very strong and well balanced on the next day. But of course you must take the other Clark products as well, not only Ornitin.
I have become less of a "sufferer and worrier" after I was treated by dr Nogier and by the Clark method.
Another thing: look out for the Tomatis (Alfred Tomatis) approach: it cures you of Depression with music (and a special head-gear connected to a synthetizer called "electronic ear" that sends filtered music to you ear and brain). It is extremely effective, but reasonably expensive. The problem is how to find a reliable center or professional that does it correctly.
Write to me with details about your location, if you want more information. You can also read Dr.Tomatis's books to know more.
Tomatis was the first thing that I did that pulled me out of a black hole.