I do have experience with this. I married young (was pregnant), and my husband began cheating on me almost immediately after getting married (even though I knew something was wrong, I didn't find out for years). It was way more than one person, one time. We separated, got back together after he made some changes, but ended up separating and are currently divorced.
I only explain all that to let you know I understand what it is like. I don't want to be harsh, but one thing that has helped heal me is taking responsibility for my choices. I could not change his, but I am responsible for mine. You found this out BEFORE you got married, but still chose to marry him. So, even though he chose to cheat and lie prior to marriage, you decided to get married and take on the burden of re-establishing trust and having insecurities. It doesn't make it ok that he did what he did, but now you have to figure out how to work past all you are feeling. I am curious as to what you pictured the marriage would be like after you found out he cheated and lied? Because we all have a picture and that is where the trouble usually starts.
Realize that a part of your anger and fear is not just about him, but about you too and choices you made and a situation you got yourself into. But, then, forgive yourself. Sometimes we forgive ourselves last and we really are angry for what we "allow" to happen to us.
Work on getting trust back. Have a serious discussion (in counseling or not) about how trust can be restored. Come to peace about not being able to control what he does or where he goes.
You said you don't want to be responsible for your marriage ending. Others have said that you won't be... Here is the thing- if you can have peace with the truth, you can usually move on. The truth is, if your marriage ends, you will be partly responsible because you made that decision to marry him knowing what you knew. He is responsible because he made choices that jeopardized the relationship. The truth also is, this doesn't make you horrible...it makes you human and someone that made a mistake, just like he made a mistake.
I hope nothing was too offensive and things work out for the best. A very dear friend and mentor was able to point some of these things out to me that really helped me come to peace and terms with some things and not be so angry. I hope it leads you to the same. Sorry so long. If you would like to contact me, I am at ____@____.com.