Sounds like you are taking at least, second place in this marriage and quite probably less than that.
Counseling is in order. Marriage counseling if you can get him to go. Individual counseling for you if not. You need someone to give you sage advice and encourage you to think for yourself. He most likely needs an evaluation for depression.
Try this. If you had a daughter who had a husband that was gambling away family funds and visiting dating websites, what would your advise to her be? Love yourself that much too. I don't understand having an active sex life when he is visiting dating sites. You are putting yourself, your children's mother, at risk. Does he care? Obviously not. You should.
If you have communicated your feelings on these matters and nothing changes, I would be changing. My money would be in my own account.
Any important papers would be in my safe deposit box. My name would be off of any of his credit cards and I'd have one of my own. I'd start asking around for the names of good attorneys. Protecting yourself is protecting your children. Print out the account on the dating website and put it with the important papers. Take anything sentimental and leave it with a friend. He could start selling things to get money.
Good luck.