Law does not have a solution to all of llife's problems. However upsetting, you have no "legal""damages" and no cause of action.
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What would you be suing him for? Lying? Cheating? No can do. If he gave you a sexually transmitted disease, then maybe you have a cause of action. Otherwise, you need to count your blessings, be glad that you found out before marriage or having children, and move on. Good luck to you.
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If you discover that you caught a STD (Sexually Transmitted Disease) from him, you can file a lawsuit against him for negligence and battery (his nondisclosure of the STD to you would make the sex that you had with him nonconsentual). Beware of the Statute of Limitations. Consult with an experienced Civil Litigator regarding your claim if you are diagnosed with an STD. Aside from that, you likely won't have a remedy for your broken heart.
Please note that this answer does not constitute legal advice, and should not be relied on, as each situation is fact specific, and it is not possible to evaluate a legal problem without a comprehensive consultation and review of all the facts and court pleadings filed in the case. This answer does not create an attorney-client relationship.