I went to the club lady and paid the deposit. The finance department of the club said that there were no tickets available and that it would give me a refund the next day. Is it because I was cheated?

You must have been cheated! Nine times out of ten, those who pay first are liars, not to mention the shady things they do. I think it may not be a club at all, but a simple cottage. I think it's usually a criminal fraud gang. You have suffered this time, so be careful in the future and learn from your mistakes. If you want to play in the future, you can go to KTV or nightclub to pick it on the spot, and you won't be cheated.