Don't worry about it too much, he knows what he is getting into. Have you talked to him about your concerns? If you're planning to get married that is a conversation that you two should be able to have honestly and openly. Maybe ask him his expectations, ask him if he expects you to "get better" and how would he feel if you didn't. Make it clear that is a possibility.

I am willing to bet he's marrying you because he loves you, depression and all, just put everything on the table, hide nothing, if you two can do that and be ok with it, you have nothing to fear. I am speaking from experience from NOT doing that about a lot of things with my wife from the get-go and I regret it, if I could do it again being completely open and honest is what I would do.