Hello. I Have Quite A Few Insect Bites. I Didn't

Hello. I have quite a few insect bites. I didn't realize I was being bitten at the time, I was asleep. Within a few hours, the bite area swells up, gets red, inflamed and swollen, begins to to itch and oozes pus. I was bitten again last night on my forearm and it's very swollen. I've been cleaning with peroxide and using medicated itch cream. But after a few days, it looks like an open wound. What should I do?