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Down in the dumps; low-spirited, melancholy: jocularly said to be derived from Dumpos, a king of Egypt, who died of melancholy. Dumps are also small pieces of lead, cast by schoolboys in the shape of money.
Definition taken from The 1811 Dictionary of the Vulgar Tongue, originally by Francis Grose.
Dumplin * DunNathan Bailey's 1736 Dictionary of canting and thieving slang
John S. Farmer's collection of canting songs and slang rhymes
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Francis Grose was independently wealthy, having inherited money from his father, a jeweller. Finding himself overspending, he published a number of books; his Provincial Glossary seems to have been the starting-point for the Vulgar Tongue reproduced here.