Depression

Hi, I'm currently 34 weeks pregnant with my second child and am having really bad depression. The littlest thing can set me off. On top of that I finally quit smoking cigarettes a couple days ago so I'm dealing with that as well. My question is is it normal to develop depression when your pregnant? I've heard about post partum, but i don't think I've heard of developing it while pregnant. Under a lot of stress and would love to have someone to talk to.