One thing I would suggest is to make sure he doesn't have access to any money you may have. I would have my own bank account, and I would separate my own earnings and savings into my account. Change all passwords and passcodes to anything he may have access to. Your phone should be locked down, your emails, credit cards, debit card, etc. Any expensive jewelry or collectibles I would take out of the house and put in a safety deposit box or storage or somewhere secure. Coke is expensive, so is a side girl. He may start spiralling now that you have this new awareness. He is caught up in the new-bright-shiny addiction and excitement.
I would start making plans to leave just in case it gets out of control in a hurry. He could start acting psychotic or in a dangerous manner - coke is bad news. Even if you aren't ready to leave, be ready to leave, you know?