Can you leave? What is the cultural basis of the arranged marriage? If a man is cheating, his wife has every reason to leave, even if he were just cheating with a woman and none of this bi or gay stuff involved. Given that it was an arranged marriage, I assume it is a very traditional culture? If so, he should let you have a divorce because he would not want the fact or issue of his being gay (or bi) out there.
Ok, first. He is bi. Second. He is having sex with these guys. You need to stop having unprotected sex with your husband and go get tested for HIV. For a conclusive test, it has to be done 3 months after your last unprotected encounter with your husband. Your husband may be having unprotected sex with these men and could easily catch HIV. This is a very dangerous situation. I would leave the marriage for your safety and peace of mind. Good luck.
In my opinion of you are bi- you are still gay but that is just my personal opinion. I am sorry you are going through this. You say this is an arranged marriage, is there any way you can get out of it. I do not know where you are from and if you can divorce or not. I am not one for people just calling it quits but in this situation I would.