As others pointed out, you both have a lot of soul searching to do. Did he do a petty move by hiring the escort? Sure. But you both agreed to an open relationship - he went along with it for a year, knowing you were not just physical with this woman, but also emotionally invested in her. When the shoe was put on the other foot, you clearly did not like how it felt - so you both agreed to end that, and return to a normal dynamic.

You now have a child on the way. You two need to sit long and hard about your two options: move on and separate, but work to be good parents to your child, or stay together, work on moving on from this time in your relationship, and still be good parents to your child.

If you stay together, I'd recommend seeing a couples therapist, to help navigate these feelings - both those that lead up to the situation, the emotions of the situation itself, and the fall out.