OP is obviously emotionally devastated, but he dealt with it perfectly: he kicked both of them out of his life, and it seems that this is what he's planning to do for the long term.
The third most upvoted post (278 upvotes)
If this is true, the only option is to go full no contact with her. She does not deserve closure or another minute of your life. Sever all contact with her (bank accounts, shared anythings) and get her totally out of your life. I would talk to your "friend", put him verbally in his place and end the relationship.
You are going to feel horrible for quite some time, the feelings of disappointment and treason are the worst but eventually they will fade. Take out the rage at the gym. Never let them see you crying, specially her. This is one of the hardest lessons you are going to learn as a man, but you should recognize it as a blessing in disguise.
Get through this situation with dignity, maturity and strength and you will come a much better person on the other side. As humans, most of us go through similar problems, this is like a tempering of steel (sorry if this is not used in English) and you should become a stronger and better person because of it. Good luck.
Pretty stoic advice about self-respect and dignity.
EDIT: I went to search the history of the poster of that post, he frequents this subreddit. Big applause for /u/refriaire