Like everyone says, anger is a very natural reaction. Going a bit deeper, it’s a result of rejection and can be devastating since you feel complete powerless in the situation. Feeling rejected affects our self-worth and how valued we feel in general and that’s really what I think needs to be addressed in order to move passed the anger. Sure, write a letter, do some kickboxing or scream in a room by yourself if you want to get it out, but I would also recommend beginning to rebuild yourself up again. Realize that this is his problem and not a reflection of your worth. Focus on rebuilding yourself by identifying all the amazing things you bring to the table, your accomplishments, strengths and values. I have a few tools I used for myself when I went through my divorce and it totally worked.
See yourself for the amazing woman that you are and suddenly the anger fades away because in the end, he’s the one who lost out on someone like you.
Hope this helps, wishing you success.