Depression in pregnancy

Has anyone been depressed while being pregnant? I have had a past with bad anxiety and a little depression, but I feel like it has been much worse. This year has been rough, as my dad passed away last month from a very progressive and rare disease. I know that has affected me significantly, but I feel like it is more than that. I literally don’t want to associate with friends, go out, be with family, or anything like that. I feel like Wanting to cry all day (I know pregnancy has a lot of hormones, but I don’t think this is normal). I’m just not happy at all anymore, and i was just wondering if anyone else has gone through this?