What should I do if I responded to a back page ad about an escort service and now I am scared police might arrest me?

So last Friday, I called one of the girls from an escort service and set up a meeting at a hotel. They did not discuss a single word about anything else on the phone. I never did this before and was so nervous when I reached hotel room. She opened the door and we said hello to each other. After that, she asked $100 for 30 minutes and I gave her money while being confused, scared and nervous. She observed that and after taking money, asked me "are you a cop?" I was scared to a death and said "no" and told her "please open the door. I want to go. Please open the door." She said "doesn't matter. You already paid me". I replied "keep the money but please open the door." She said "you are scaring me" and opened the door. And I just ran from there, never looked back and took an exit from hotel. After 10 minutes or so, I got a call from her number which I never picked up. That's it. From the last two days, I am so scared and can not sleep at night. Constantly looking out of my window to check if cops are there to arrest me. Now first of all, I am not even sure if that was a sting operation or not. What should I do? Please help me. I am scared. Thank you.