Boost MultiIndex Should be able to do exactly what you want - you can just use one sequenced index to get the "ordered by insertion order" requirement, and either a hashed_unique or ordered_unique index to get the uniqueness requirement.
There might be a good built in way to do this, but one rather simple way is to use both a hash_map and a list. Check the hash_map before each insertion, then insert into both. You'll want to encapsulate this in a class, probably.
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