Cocaine is a psycho-stimulant drug and can cause hallucinations. Marijuana is suppressive drug and can cause depression. In addition to marijuana use, the depression you are experiencing can be caused by a primary mental disorder. To investigate the depression, you'll have to stop the drugs and ask for medical help from a mental health professional.
Dependency on drugs can develop into long term addiction, which is more difficult to recover from the long you're addicted. You might also want to look into a drug rehabilitation center or a 12-step recovery program; the experts there can help you break the cycle of dependency.