Welcome to SI and I'm sorry that you're here. Infidelity is the worst. First, I'd like to point you in the direction of the Healing Library. There's a lot of great information in there, and it includes the list of acronyms we use.
Second, please see your doctor and get tested for STDs/STIs. There are some really nasty diseases out there that can turn into cancer. If you're having trouble with anxiety, depression, sleeping, ask your doctor for some meds to help you through this first rough patch. Don't have unprotected sex with him until you both get the "all clear" from your doctors (after he stops sleeping with her).
Next, I'd recommend IC (Individual Counseling) with a betrayal trauma specialist - bonus points if they also deal with infidelity. A betrayal trauma specialist can be very good at helping you through the betrayal and the trauma it causes.
If he's not going to stop seeing her, then you don't have much to work with regarding R (reconciliation). But you can remain married and just do your own thing. You don't HAVE to D (divorce), but that's going to be up to you.
Let's say you live for 20 years or more, do you want to put up with his behavior that long? Something to think about.
BW M 34years, Dday 1: March 2018, Dday 2: August 2019, D final 2/25/21