Depression and anxiety question?

Lydia • First time Momma
So I've been really struggling with some bad depression and anxiety. My friends sends me stuff saying how horribly my stress can effect my baby.. Which obviously I do NOT want! I do yoga and have tried to manage the best I can. However, could it be better to go on antidepressants? How harmful is my depression and anxiety to my baby? Trying to weigh my options and fully understand what's best for my Babe! 
Thanks for any input!