Heartbroken again

Hi everyone, I am writing here because I have nobody else to talk to. I've been quite depressed for the past 3 years but now things have gotten worse. When my depression started I have met a guy and started seeing him. I was happy again until few meetings later he told me that he's married. I know it's very wrong but we carried on seeing each other. It sounds like a cliche but he felt like my soulmate and I finally wanted to be happy so ignored the fact that he's married. At that time he used to have feelings for me as well, he told me things like 'we would have been perfect together' etc. Last year he got divorced. Apparently his wife didn't know about us, they had other issues and she decided to leave him. SO obviously I thought that this is a chance for us and finally we can be together. He took it really hard as his ex wife wouldn't let him see his daughter for a couple of months so I thought this is not the best time for him to talk about us and I will give him space and wait. However, after his divorce, his attitude towards me completely changed. All of a sudden I wasn't his soulmate anymore, I was just his friend. So I went along with it and was the best friend to him that I could possibly have been. I was there always listening to him, whenever he cried. I helped him with lots of things. He told me he's not interested in a relationship at all. I was ok with all that as I thought he needs more time. But then he started talking about other girls, I know he saw one girl that used to work with him a couple of times and lied to me about it. When I confronted him about it, he told me that we're just friends and I am not in a position to tell him what to do and who he should see. That really hurt me and I started thinking that I can't be a part of his life anymore. I don't know what to do. We do lots of things together and see each other pretty much every day. We go to gym together, we eat together, sometimes I stay the night at his place. I don't want to completely lose contact with him as I do think about him as my best friend and I don't have any other friends where I live. But on the other hand, I can't carry on like this. Pretending like we are just friends, him telling me about other women...I also feel like I need to control where he is all the time, who he is seeing etc as I am scared that he might sleep with someone else. I know it's not healthy and I don't like the controlling person that I have become. But I can't imagine my life without him, I have no one else. Any advice would be really appreciated!