INADA Naoki <songofaca...@gmail.com> added the comment:

@Luis, would you try dict instead of set?  It's little larger than set, but 
delete elements by insertion order.

But I don't think builtin data structure can be optimized for such workload.
Maybe, LMBD[1] or some other KVS can help you.

[1]: https://lmdb.readthedocs.io/en/release/

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