I am so sorry you are going through this.
I have not gone through this since I have been married (for 10 years), but before that I was engaged to a different guy after a 4-year relationship. 11 days before the wedding, after the invitations were sent out, wedding dress and bridesmaid/flower girls dresses purchased, deposits put down for everything, he called off the wedding. He had started seeing someone else.
I know I should be grateful that he called off the wedding instead of going ahead with it and cheating on me later. And now in hindsight, I am EXTREMELY glad that happened. But at the time, I was devastated. We were living together, we had bought a car together, had a shared bank account, etc. I was scared and didn't know what to do. I was terrified of being alone and starting all over again. Here is a big mistake I made: I was pathetic, and I kept trying to get him back. I was clingy and insecure. I remembered only the good times and put him up on a pedestal as the perfect man, there would never be anyone else for me. I forgot about my own needs and just focused on him. We went through about 6 months of getting together and breaking up until I finally broke up with him for good.
Here is the thing I would advise you on: Whatever you do, don't lose your self-respect. Don't be too desperate, don't kiss his butt and do whatever he wants you to. He will not respect you for it. Desperation is not attractive. Let him know how important he is to you and that you want to get back together. And of course do nice little things for him. But go on about your life. Go out with friends, have fun with your kids, get hobby. Go to the gym, and continue to try and lose weight--for you. If he doesn't end up wanting to stay with you, you won't have wasted all your valuable time and attention trying in vain to get him back. And please, make a conscious effort not to put your kids aside in all this. They should be your main focus--not him.
I wish you the best of luck!