You should also contact the head broker at the company this realtor works for and file a complaint and you also consider filing a complaint to the MLS and Massachusetts real estate board.
It doesn't sound to me as though you are working with a Realtor in a larger or well organized company with a Broker who is overseeing things, or this situation wouldn't have occurred...You can certainly speak to the Broker, but i have a feeling that isn't going to get you anywhere, and quite possibly, the agent is the Broker.
Do you have a signed contract? Are issues such as the deposit money and mortgage contingency dates spelled out? Did you just give her $15,000 without having anything in wiriting?
You might also want to contact the MA Real Estate Commission.
If the situation is as you described, then your agent did all sorts of things wrong. At least in future:
There's a difference between an earnest money deposit and a down payment. An earnest money deposit is often 1%-3% of the price of the home, and accompanies the contract. Only when the contract is agreed to do you then produce the remainder of the money for the down payment. That's problem one.
Did you ever actually make an offer? That is, did your agent ever submit one? (Sounds like she might not have.) You'd have to have signed it, so if you didn't sign an offer, one was never presented. That's problem two.
Your agent bought the house expecting to sell it at a profit to you. That's a violation of her fiduciary duty to you. That's problem three.
You say your agent refuses to return your money. Was the money ever actually put into escrow? If so, at least we'd know the money was still there. It's really not up to the agent to make the decision to return the money, though. That process, spelled out in your offer, generally requires not only your request but the agreement of the seller. Your agent has no say in the matter. That's problem four.
If I were a suspicious person, I'd wonder if the agent took your money, never put it into an escrow account, then used your money to buy the house.
Talk to the agent's broker. Explain the situation. Remind the broker that not only is the agent's license in jeopardy, but so is his. Point out, too, that the errors and omissions insurance that the agent should have doesn't protect against fraud. If you don't immediately get all your money back (immediately being within 24 hours), go to a lawyer and proceed from there.