Can a wife apply for annulment is husband is Gay?

I have been married for 7 months now and just after 3 months of my marriage I discovered that my husband is Gay. There was no implication before marriage and he behaved romantic before our marriage while talking on the phone. His family was also very kind and behaved nicely with me and my parents. They are from a good background and his father is an income tax lawyer. There was nothing suspicious before marriage to be noted. On our honeymoon he never tried to consummate the marriage and when I tried his bluntly said no and blamed me for being desperate. So I started giving him some space. But after one month he started shouting at me each day for no reasons and called my parents to take me back with them and that I am a headache for him. His parents also started harassing me by saying that I was the reason of his sadness. He used to stay out till late night and when I used to ask him where he was he used to start shouting saying that he can be anywhere he wants to and that I am no one to ask or interfere. I ignored all this but after 3 months of our marriage I once found some homosexual messages in his phone that were sent to a couple of guys (not only one guy). I questioned him and he agreed that he has had relations with guys before and after marriage. I asked him why he married me and he answered because he loved me. He continued with his relations even after I got to know and started hitting me physically. I told my parents about this and they brought me home. Now he is not ready to get separated also. His parents were well aware of his being Gay and have always supported him in keeping these relations. They have also denied us divorce. They say to me that so many girls in their colony are living with Gay men, what problem do I have. I am an educated doctor and even my husband is a final year surgeon in college. I don't know what kind of people they are. I want to know can I apply for annulment? My parents spent quite a lot on the marriage. How are the chances of getting that back since it was a well planned fraud?