I used to have friends like that, Miss Chicken. I was so desperate for friends that I put up with whatever they dished out. Then, one day, it dawned on me that I always felt worse after being with them than I was before. As I am prone to depression anyway, I decided it was better to be alone and happy than with a group and miserable.
There's nothing wrong with being in a bad mood, being a cynic, being sarcastic, being jaded, needing a shoulder to cry on, or even generally having low expectations---but being a fucking MISERY to be around? I don't think so. Friends are supposed to make you feel better when you're around them. If you flipping dread every phone call from that person, if that person makes everything less pleasant, then stop going out with that person. If that person demands a reason, then give it to them. Maybe she might learn something from it. Either way, this person hardly sounds like a friend. Selfish, miserable wet blanket? Yes. Friend? Not so much.