BOYFRIEND ISSUES PLEASE HELP

Don't know how I feel about this, but I needed to tell someone... and you guys are all so understanding. 
Anyway I started dating this guy, and we've been dating for a month now actually, anyway.... he sells coke, among other drugs, and is basically a hit man for hire... which doesn't really bother me because I've got a pretty fucked up family, and I've seen and endured some pretty messed up shit also, but like I don't know what to do, because it's weird how he is... like when he just comes back from doing his illegal shenanigans and hangs out with me he's kind of closed off at first but then he opens up and starts being the caring loving boyfriend. My mind tells me it's wrong to be with him, but my heart keeps saying to be with him. I've NEVER been with anyone who's been this caring, and loving towards me, he buys me anything I want, spoils me, buys me flowers, and is even taking me to Halloween horror nights (something I've wanted to do for a good 3 years or so), and on top of that he's even buying me gold barbells for my nipple piercings, I've never even had someone buy me any type of jewelry (like a guy, friends buy me stuff for my birthday and stuff), I told him he didn't have to do any of it, yet he keeps insisting, he also hasn't been pushy about having sex, which we haven't yet, but I know it'll happen soon. (I'm allergic to anything except gold, which is why I don't ask or like to receive jewelry since is so expensive) but yeah, I don't know what to do... do I stay with him and let myself fall in love with him? Or do I leave him because of what he does as a side job? He's the sweetest guy I've ever met, and he loves his mom soooo much, and his cat is so cute also (mind you I'm allergic to cats also... big the cats too cute!!) any advice? 
Disclaimer: I don't do any drugs other than weed, and he knows that, and doesn't try to push me to take any other drugs. He knows I'm not interested, and respects my decisions.