Gambling Addiction & Recovery Support Group
Compulsive gambling is an urge or addiction to gamble despite harmful negative consequences or a desire to stop. A preferred term among many professionals is problem gambling, as few people described by the term experience true compulsions in the clinical sense of the word. Problem gambling often is defined by whether harm is experienced by the gambler or others rather...

Exercise replaces some of the dopamine that you are missing. Doing anything creative will cause your brain to grow new neural pathways.
Addiction of any kind - physically wears a pathway in our brain - in the case of gambling it may be more like a trench than a pathway. If you take out art supplies, begin to journal, dance, sing, garden, etc, when you have a trigger to gamble, eventually you form a new pathway, even a different way of thinking. Eventually we have an option or two in our brains - so that there IS a choice besides gambling.
The urges subside for most of us in intensity and frequency around the 3-4 month range of abstinence. They may never go completely away, I don't know. I only have an urge now (at 21 months of abstinence), when I have stressful events and occasionally they come out of nowhere. Now I have many tools to call on and life is so much better that I never want to go back to the ugly thing that passed for living while gambling.
You are on the right track, deep breaths, friends, gratitude, a little exercise, feed yourself healthy food, get the best sleep you can and just do the next right thing is enough for now.