diff --git a/src/ray/util/ordered_set.h b/src/ray/util/ordered_set.h
new file mode 100644
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+++ b/src/ray/util/ordered_set.h
@@ -0,0 +1,71 @@
+#ifndef RAY_UTIL_ORDERED_SET_H
+#define RAY_UTIL_ORDERED_SET_H
+
+#include <list>
+#include <unordered_map>
+
+/// \class ordered_set
+///
+/// This container has properties of both a deque and a set. It is like a deque
+/// in the sense that it maintains the insertion order and allows you to
+/// push_back elements and pop_front elements. It is like a set in the sense
+/// that it does not allow duplicate entries. Looking up and erasing elements is
+/// quick.
+template <typename T>
+class ordered_set {
+ private:
+  using elements_type = std::list<T>;
+  using positions_type = std::unordered_map<T, typename elements_type::iterator>;
+  using iterator = typename elements_type::iterator;
+  using const_iterator = typename elements_type::const_iterator;
+
+ public:
+  ordered_set() {}
+
+  ordered_set(const ordered_set &other) = delete;
+
+  ordered_set &operator=(const ordered_set &other) = delete;
+
+  void push_back(const T &value) {
+    RAY_CHECK(positions_.find(value) == positions_.end());
+    auto list_iterator = elements_.insert(elements_.end(), value);
+    positions_[value] = list_iterator;
+  }
+
+  size_t count(const T &k) const { return positions_.count(k); }
+
+  void pop_front() {
+    positions_.erase(elements_.front());
+    elements_.pop_front();
+  }
+
+  const T &front() const { return elements_.front(); }
+
+  size_t size() const noexcept { return positions_.size(); }
+
+  size_t erase(const T &k) {
+    auto it = positions_.find(k);
+    RAY_CHECK(it != positions_.end());
+    elements_.erase(it->second);
+    return positions_.erase(k);
+  }
+
+  iterator erase(const iterator position) {
+    positions_.erase(*position);
+    return elements_.erase(position);
+  }
+
+  iterator begin() noexcept { return elements_.begin(); }
+
+  const_iterator begin() const noexcept { return elements_.begin(); }
+
+  iterator end() noexcept { return elements_.end(); }
+
+  const_iterator end() const noexcept { return elements_.end(); }
+
+ private:
+  elements_type elements_;
+  positions_type positions_;
+};
+
+#endif  // RAY_UTIL_ORDERED_SET_H