I got pregnant by a married man...

With a guy and his wife. We did it just because they wanted to try we didnt even know each others names. I normally dont do stuff like that but it was my last night in London before I moved to NY for my job.
I would keep the baby, its not her/his fault its my stupidity, but what am I going to do now? 
I think I really should tell them but how? Or should I leave it? I'm 25 btw.
I wanna stay Anonymously so if anyone asks a question I'll just update my post and answer like that. Thank you in advance.
I posted this in another group as well because I really need some advice I have no one to talk about this right now because my whole family and friends are in England.
I can handle a baby by myself but what if this kid grows up and asks who and where her/his father is? This is too much😭😭😭😔😔😔😔😔😔😔💔💔💔
I would tell them but I dont have their numbers or whatever I dont even know their names.
We obviously did use a condom but it broke or something I dont know or I obviously wouldnt be in this situation.