Wanting to give up

I am an international student and I desperately want to go back home.
Since I've been here, I made friends, I socialised a lot and I've been out many times and did many things in London to enjoy my time. And I did enjoy it!
But at the end of the day, I'm always sad, lonely and depressed. It's not that I miss my parents or friends, but it's the huge difference between my society and world that I'm used to compared to the one here.
I don't see myself living in London. For me, all I've seen is a society full of sad, competitive and very individual people who are here just to make money. No joy, no smile, no nothing on their faces.
The problem is, the Uni where I am is better than the one in my country. And my parents, everyone at home is proud of me.
But here, I'm going crazy. I had a mental breakdown and I became very angry, I don't recognise myself.
What should I do?