Hi Luis and welcome to SR.
You do really want to give up but it is the drug which is telling you you don't. Addiction is powerful and it will do anything to get you to keep using.
Your depression will only get worse if you continue to take drugs. Try to seperate in your mind the crazy ideas that your addiction gives you (like you want to carry on using because it makes you feel so good) with what is really true and what you really want.
I hope you read plenty here about all the available resources and then reach out for help. You can do this....you just can't do it alone.