Hey there!
I am so sorry to hear that you're struggling with this problem. I, also, have had a long history with depression. My mum says that I reached depression around the age of 8, and I know that I didn't get out of it till I was around 22, so... that's a really long time. And, a long time that I refused drugs, refused anything that didn't currently exist in my body, and that I never exercised. Counselling was a lot of misses, for me, till I found one big hit... one wonderful woman who told me practically the opposite of everything I'd been taught, and that society teaches you.
The two most major things that helped me with depression were these:
First, you are allowed to be depressed. No, you may not "have anything to be depressed about," but that doesn't have anything to do with what you're feeling. People's judgements about your feelings aren't relevant, because they aren't going to change how you feel. Taking this slightly further, you aren't going to be damaged by feeling depressed! Yes, it hurts (and boy do I know how much it hurts), and yes, it can prevent you from feeling like getting out of bed, or participating in your day... but it won't cause you harm that you cannot fix. So, you are allowed to be depressed- you are even allowed to, as my counsellor said, "Have it over for tea." Invite it in, let it have it's time in your body, and then once it's stayed long enough, you can gently have it leave.
This first step was revolutionary for me. I struggled and fought for years and years, but it was only this that helped. Feeling depressed is horrible, and I'm not meaning to diminish your experience of it- quite the contrary. You are allowed to feel a feeling, regardless as to whether it has a "place of origin," and you are allowed to expand with that feeling, so that you can encompass life as well as depression.
It takes practice. I worked at it for a long time, but the practice of it is more rewarding than I can currently express.
Second, and this may just be something that helped ME (but I'll tell you just in case it does help you), I started writing down all the things that made me happiER that happened in the day. Not happy, because that wasn't possible for me at the time. Just slightly happier than I was before the thing happened... even if that "happier" is more like "somewhat less depressed." Everything from discovering a can of rootbeer in the back of the fridge, to sweet gestures from my family or boyfriend, to the flowers blooming on the side of the road. ANYTHING. I started with like, three... and eventually made it up to ten a day. By that time depression had become a kind of "habit," a way of thinking that I didn't know how to get rid of. This is how I got rid of it.
Exercise has been absolutely vital to my mental health, and I suffer without it. Most people find that exercise can truly make the difference, and even if you don't really feel up to a proper workout, even something small can help.
One of the more recent things I've also been exploring is meditation. I have a fairly pervasive anxiety disorder (which I covered with my depression, until the depression became a problem unto itself), and spending fifteen minutes before I go to sleep, but while I'm in bed, has been really helpful. Not only does it help me go to sleep, but it also teaches me to relax, to allow myself to detach from the thoughts that aren't helpful to me (and even evaluate if some thoughts are helpful or not), and just... spend some time, breathing, quiet, awake but relaxed.
Please feel free to talk to me if you feel you need help. I don't want to just throw everything I could suggest at you... it would be overwhelming to both of us!
I am one of the few people who believe that these ailments aren't part of our being... they're curable, they're not permanent.
So... keep fighting. You can do it :)