My most depressed time wasn't when I was on my PhD program. It was when I was on h1b and my job was insecure. I was very worried about losing my job because of project cut and having to leave. In 2015, I was in a state of depression which was triggered by job insecurity at first, but that was only the first week. Then following that, I couldn't sleep for about 2 months. I was trapped in a 3 day loop, the first 2 days, I simply couldn't sleep for a minute. And the 3rd day I would become too tired and I could sleep for only few hours.

At the time, I didn't know it was depression. I thought it was just Insomnia.