Hello kaylaurynn: I must say you received a great reply from Raghib Ahmed... many spot-on, useful suggestions! The other option, if you feel you need it, is therapy. From what you wrote, if you're getting close to the point where you feel you may be in danger of self-harming, then therapy may be the way to go if you can arrange it.
Are you in school? Are you employed? You wrote you don't hang out with anyone. Of course, isolating is one of the symptoms of depression. And keeping to yourself can itself aggravate your depression & increase the possibility of beginning to self-harm. So, from that perspective, anything you can do to get yourself out-&-about would be beneficial. Inactivity can, itself lead to, or aggravate, insomnia. So, if you can gradually ramp up the amount of activity you engage in, this may help.