Alternatively, what system are you importing orders to? You could try using the composite API for your import and then not need to do anything with lookup cache. The composite API lets you do a lookup before making a create or update call. So you could make the lookup part of the composite API fetch against the destination system to see if it already exists there, and if so, you just ignore the record. For this, I would set the page size to 1 on the export (since the composite API does all lookups first, then does the update/create operation). You’d probably also need to set concurrency to 1 on your connection so that everything processes sequentially.
If you’re going to NetSuite or Salesforce, then those have built-in "how to find existing record" options on the import configuration.
Here is an example setup I use for Jira:
