I think you and your wife can have whatever boundaries you want, but if it were me I'd tell people right away, like before or during asking them out. That way they don't get their hopes up. If you are not in a setting where you can explain, ask for a number or email. Tell them in the first one.
If you asked me out, I'd not only want to know the sexual boundaries, but also that you're not allowed to have a gf. You might run into a weirdo like me who likes threesomes and might be willing to try a relationship with mandatory group sex.