I predict with p=0.95 that you have at least one micronutrient deficiency which is greatly contributing to your depression, and that starting to take a multivitamin regularly would be enormously to your benefit. I predict with p=0.6 that you are specifically deficient in thiamine, and that a single dose of sulbutiamine (a molecule that crosses the blood-brain barrier and then breaks into two thiamine molecules) would cause a large and sudden reduction in your depression. I am basing this on my own experience with thiamine deficiency (caused by T1 diabetes), which produced in me a specific type of apathy which I recognize in your comments.

Unless you either lied about taking a multivitamin to your current doctor, or ignored their advice to take one, fire him or her and find a new one. Also, thoroughly research every drug you're currently taking. At a minimum, search for the name of each one on PubMed, skim the first few pages of titles and read some of the abstracts. Don't adjust anything without consulting a qualified doctor, but do make sure to have that consultation.

Following up on this may be the most important thing you ever do.

EDIT: One other thing - if you're on antidepressants, you should be getting blood work, of the "large checklist of tests" variety, done on a regular basis. Make sure your TSH has been tested at least once in the past two years (result will be interesting with p=0.1, but very interesting if it is).