Sorry to hear dude. I'm an older guy (30) and I feel like I can give you some good advice since I've been around the block a few times.
Girls come and go, you're 17 and you have all the time in the world to meet another one. Be thankful that she broke it off instead of cheating on you which is what usually happens in a relationship where one person isn't happy. She did the right thing so don't harbor any ill will towards her.
As far as depression goes, I've been there too. The best thing you can do is to set goals for yourself and use things that you want to attain but don't have as motivation. Not happy with how you look? Go to the gym and sweat out all the toxic shit you're holding inside. Not only does working out release endorphins in your brain but it also makes you stronger and more attractive to prospective ladies. Don't sit around and mope, that's the worst thing you can do. Stay active and seek out activities that make you happy. You're young, don't waste your youth feeling sorry for yourself.
If you're stuck in a shitty job make steps towards getting a better one. I highly suggest looking into a technical school or a community college that offers training in a trade. Look into grants (Pell grants in particular) and apply for them. I paid my through school with grant money and it barely cost me anything. Carpentry, electrical, welding, plumbing, are all great trades that you can make amazing money from. I've always done construction type work so that's what I went for, I don't know you so I won't assume that's what your interested in but I thought I'd throw that out there since it worked for me. There are also a ton of computer/IT/electronics programs you can go for as well if that's more your speed. At your current age you have a ton of options, do some research and get the wheels in motion for your future. You will be thankful later that you didn't wait until your 20's to start figuring shit out.
As far as the gambling loss goes, try to put it in perspective. Did you lose your house or your car over it? Doesn't sound like it. Did anyone die because of it? Nope. Forget about it, you actually didn't technically "lose" because you only lost what you had previously won. Fuck it. Forget about it and move on. I'd stay away from the gambling and focus on playing the game that you enjoy. Money isn't everything, you'll learn that as you grow up. At the end of the day 3 g's wasn't going to change your life so don't get down about it.
Alright, there's a short novel for you to read. I hope things start looking up for you and just remember that you only have one shot at being alive, don't take it for granted and don't let negativity drag you down. Be positive and good things will happen to you.