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You can look at using Kinesis Data Streams (https://aws.amazon.com/kinesis/data-streams/) or Managed Kafka Service (https://aws.amazon.com/msk/)
Kinesis maintains the ordering of messages per shard and Kafka maintains the ordering of messages per partition
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If you are using Lambda as the consumer, you can just create multiple queues, all triggering the same function. Distribute the messages between the queues based on some group ID hashing algorithm, so that all messages with the same group ID will get to the same queue.
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