You know what you should do, but for whatever reason have decided not to do it (for now).
So, protect yourself as best you can;
Don't intermingle finances.
Don't loan him money or expensive items.
Don't be a guarantor for anything.
Don't allow him to get you involved in anything or with anyone 'shady'.
Don't let him move in with you and don't move in with him.
Don't let him isolate you from your friends because you will need them when this goes tits up.
Don't have unprotected sex.
Don't allow him to lay hands on you in anger or abuse you in any way.
I've been there with an old boyfriend who was a bit 'shady'. No prison, just 'shady'. I emerged a bit worse for wear & a bit poorer but basically OK because of the above guidance from a good friend.