You understandably feel disrespected and humiliated, but he may have had a mixed message about your feelings on the whole aspect of visiting an adult club. It seems to me that this is something he's felt comfortable with in the past, and because you've happily experimented with stuff in your marriage, he thought this was just one more experience you were up for.
You need some more time to calm down, and during this time you shouldn't attempt to sleep with him or have any closeness, and you need to tell him you need some space to process what went on.
I think you can probably recover from this. It doesn't amount to adultery, or even real
cheating. You were in an environment where this sort of behaviour happens, as you agree yourself. And he did this in full view, with you beside him, indicating he thought you'd be OK with it.
When you feel calm enough, you should talk through this episode and your boundaries from this point forward, and ask him to respect those. Only if he can't or won't should you consider whether you have a future together or not.
If he understands that he deeply offended you, and will respect you in future, I think you should try to get back to some kind of sex life, slowly building up mutual trust again, but with the new limits in place. Try to still keep things exciting between you as he clearly needs a quite adventurous sex life.