Assign a noble as a broker with the appraise skill
q > g to select trade goods to be taken to the depot
q > r to request trader at depot
If your broker is being a pain, q > b to set it so that anyone may trade.
Trading at the depot is a low priority task it seems, so if you want your broker to turn up, disable all his other labours.
Some things to bear in mind; even with no labours assigned, brokers do like to bring items to the depot; if you add too much stuff to be traded at the depot, they may spend months bringing things and never get round to trading. Brokers are so disinterested in broking that they will (more often than not) choose to wait until it's time to trade to eat their dinner, have a drink, and go to sleep. One way to reduce the chance of this happening is to have your broker's labours permanently off. That way, in theory, she's more likely to be rested, fed, and 'watered'. Brokers are commonly on a break when it's time to trade; you'll just have to get anyone else to trade instead when this happens.
Lately, I've been assigning a broker and then never having him actually do the trading. They're just such a pain in the arse. Any dwarf with appraise is needed as a broker in order to value stuff in your fortress, but beyond that the broker need not do anything related to trading. I find it handy to a permanent cleaning dwarf, and a few other dwarves with no or very few labours enabled, that will often turn up to trade when you ask anyone to do it. This has the effect of training up replacement dwarves with the appraise skill in case something happens to your broker. Having at least one dwarf with appraise is very important to trading, but he doesn't need to be that good at it, or actually do the trading.
Training up appraise is easy. When you get a dwarf at the depot, open up the trade window, select one low value item (low quality crafts are my favourite) and offer it as a gift. Exit the trade window, and repeat. They can only carry so many gifts, but if you buy lots of their wood and animal cages, they ought to have plenty of space for your junk.
It helps to have someone with appraise at embark, but you can train up a broker this way very easily.