If your depression and anxiety are a direct result of your spouses, we need to try to get her help first. Is your spouse addressing her depression and anxiety? Is she in counseling, on medication, in therapy? If not, encourage her to begin trying to get out of her state of despair, anxiety, and depression. She can start with her primary care physician, who can then recommend other courses of action to pursue. If you experience depression and anxiety independently of your spouse, then you should also follow the advice above. The two of you will need to go to counseling together at some point so that when one relapses the other does not relapse also. You will have to learn to lift one another up rather than pull each other down. But that is later. The symptoms you describe above do not make you codependent, nor even dependent, just two souls doing the best they can to survive the situation. If you decide you want to try to help yourself, look into something like Cognitive Behavior Therapy, perhaps Cognitive Behavior Therapy for Dummies, which you can probably find at your local library or used. If this has been a long standing condition for the two of you it will probably require professional help for the two of you to get through this...
Good luck to the two of you, and let us know how it goes,
Ivery