Thanks for your question.
Was it from a dealer and where did you contract to buy the car?
No, it's not worth pursuing unless there is a specific right to the return of the deposit in the contract you signed or because you were under some form of duress from the dealer when you signed the contract.
Because you signed on their premises there is no automatic cooling off period implied in to the contract by the distance selling regulations. Terms are implied in to the contract by the sale of goods act but no cooling off period. Were the car supplied of unsatisfactory quality then in some circumstances you would have a right to a refund, but obviously this is of no use in your position.
I'm afraid you're probably going to have to swallow it and write it off to bad experience.
Sorry it could not be better news.
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Okay, but it's important to distinguish between the type of commercial 'hard sell' bargaining used by all sales persons and traditional duress in contract law. This is where threats against you as a person are used to compel you to contract with the person making the threats.
If this was case then it may be worth pursuing. If it wasn't then it would not be fruitful pursuing it.
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