Because there's more to life than being successful and earning money: being part of a team, having successful relationships with family/friends/lovers and other factors is 90% of your happiness..

So the problem is not probably the money, nor actually the diet / exercise, it won't make you happy because you are already disciplined enough in many ways so more discipline to you will not make you more happy. Instead you should focus on these other valuable aspects of life:

- Learning to have fun

- Learning to be crazy

- Deepening your relationships.

You're depressed because there's a lack of something and clearly it's not money so i would say it's relationships / feelings maybe.. or maybe a bit of craziness ? We (SWE/maths guys) live in a world of rule and order but it's not most of the essense of life. Life is messy and cahotic and we are made to embrace it somehow... (edit: even it looks hard or if there is a voice in your head saying 'this advice is stupid')

Finally a quote that i like: "sex is like water, it only becomes important when you don't lacking of".. it's actually not only sex the same for food, personal relationships, money, family. Life is pretty much about equilibrating a few of these "basic needs". Just find what is missing to you.