This is tricky and I'm not sure anyone can tell you what to do. An instruction guide would be nice, but it doesn't work that way. You have to decide what you are willing to put up with. It's perfectly acceptable to tell him you will not live in an open marriage. IMO, you need to be strong and firm with him. Your words need to be backed up with action though. In other words, say what you are going to do if he doesn't end the A and then actually do it. If you aren't ready to do something don't say that you are.
In general DB tells you not to start R talks. Maybe it's worth letting this sit until the next time he starts an R talk. At that point state your boundaries and back them up.
Me: 30 H: 35 M: 5 years S2 Signs of MLC started Feb 2014 BD - PA July 2014 Piecing/reconciling late July 2014