

Depending on your needs, if you want the most effective filtering for the price (though at the cost of noise) you could make your own https://en.wikipedia.org/wiki/Corsi–Rosenthal_Box . I built one and found it to be great, but I did end up buying a commercial one through Costco years later.
In medicine we are taught that the first line treatment for insomnia is treating the underlying illness—in your case, potentially depression— otherwise, CBT-i (cognitive behavioral therapy - insomnia).
So my first recommendation is to seek care from your physician for your depression.
Otherwise, there are well described self taught classes for CBT-i. I have told patients to check out the VA’s website for this: https://mobile.va.gov/app/cbt-i-coach
It is a lot of the sleep hygeine described in another excellent post hew.