Okay, I get that. Were you originally on those meds for pain? If so you might be able to say to your psychiatrist that you noticed a better mood, but were well aware that this wasn't the appropriate med for mood. And ask what psych med might help you. Or, if the oxy was never prescribed, scratch that. But when I noticed mood improvement on tramadol I did some research. Based on what tramadol does, it seemed like an NNRI (or NRI?) might be a helpful med, so I outright asked about that class of meds since I hadn't tried them (unfortunately had some rare pain side effects but mood was okay...they work well for many other people...I think bupropion was what I took).
Or get honest with your psychiatrist and maybe suboxone is an option for you. Other people, particularly those drawn to self-medicating via alcohol or opiates, have had a success with Naltraxone (I think I tried it briefly when I was drinking too much to make any med work, but it's on a list of things I'd be willing to try if life feels completely unmanageable again). Look it up if you haven't tried it...and maybe there is a way you could ask about trying something like this.