Welcome to PC! I hope you're able to find some support and helpful advice here.
And I'm so sorry you're going through this and your fiance has hurt you so much.

Where are you in your wedding planning process? If you haven't sent out invitations or anything, it'll be easier, but either way, I think you should, at the very least, postpone the wedding. That should just come off the table right now because weddings are stressful without all the extra baggage you now get to deal with. Don't pick a new date or anything, just postpone it indefinitely until you know for sure one way or the other.

Personally, I don't know what I would do in your situation. I'd like to say I would leave, but this was someone you were planning on spending the rest of your life with. The feelings won't go away just because he hurt you. I do think there needs to be a serious discussion. Not only did he lie, cheat, and try to cover it up, but he didn't feel like he could talk to you about something that is so important to a relationship. For whatever reason, he didn't trust you. So now you have two people who don't trust each other. I think the two of you might benefit from couples counseling to get to the bottom of this. I'm sorry I can't give you any better advice. I wish I could, but I think you're going to have to take some time to figure out if you can forgive this and if you both can learn to completely trust the other. I wish you the best of luck.