Legal approach to stop them from interfering in our life?

I married about 7 years ago. I lived with my parents in law for 2 years 3 mnths. I started my marriage life hoping that we build a family, and that they treat me like their daughter and I will do the same. Ever since my marriage I am going through a state of mental stress. Immediately after the marriage I realized that I have become a part of a family with crazy ideas. There was limitation to everything. They wanted me and my husband to be answerable for everything we do. They want everything to happen in accordance with their desire; otherwise it is wrong. My husband was not allowed to keep records of his financial assets. Everything was handled by them; so that we have to disclose them everything before we carry out. They would interfere by checking on our cc statements/ to where we go/ what time we come. We could not go out for a movie, lunch or anything. If I bought anything for my husband or the other way; they were discontented. My husband did not have friends to socialise with. I gave up my relationship with almost all my friends simply because of them. They have pets at home. After marriage it was realized that I have severe pet allergy. I was recommended by doctor to stay away from such surroundings. They denied removing the pets. When we planned to stay separate; they created a drama. Furthermore there was space problem in the house as well. My knee got injured because of constant hit. I am still suffering from it. Their one and only objective was to make me stay there and suffer. They have such a good control on their son (my husband); that he is afraid of going against them. Everything we do; it was mandatory to seek their consent beforehand. They were exceedingly questioning and inquisitive in nature. There was a time when I gave up everything. Even if I went for a hair cut, my mother-in-law used to ask my husband; how much did I spend? If I had to buy anything for someone; again there was a question as to who is paying for it. However, at last my husband got a job in Gurgaon and we shifted. I thought there would be a change. Their inquiring and nosy habit has made my life miserable. They have to know everything and if not disclosed they go crazy. It is not that they question because they care for us. They are not even bothered about their son; so forget about me. Their only purpose is to keep us answerable and dependable on them. Honestly I do not feel it is my home and I do not feel the same here as well. If anyone has to come t my place; they should be notified. My husband understands the problem but cannot resist from disclosing everything. He is concerned that his negative response would make them ill. My husband will not disclose if he is in problem; but other than that he will reveal everything. I simply do not understand how long I have to keep tolerating? I am a human as well and my mood and psychological state have a very big effect on my relationship with my husband. We do not have any other areas of conflict; but this has made my life miserable. They are well aware of the fact that they are affecting our relationship; but they do not bother. They are simply interested in paying attention to everything. They do not understand their limits. I am getting mentally distressed and cannot concentrate on my regular life. My frustration has been mounting over the years. I am actually throwing myself into depression. I am afraid that the disturbances may led to marital breakdown or compel me to commit something that will set me free. Is there any legal approach to stop them from interfering in our life?