Don’t play games or give ultimatums, because ultimatums never work. You need to sit down together & discuss where you go from here - you don’t ask him if he’s having an affair, if you’re sure of your facts, you TELL HIM. Do you go your separate ways because of his infidelity? Do you stay together because you are also good friends & work through things & move on? Perhaps you might’ve been married for years & can get over this obstacle, or maybe he’s a serial adulterer - only you two know the truth & only you know what you want, deep down in your heart.