Fetch and merge in Marketdata for each option position

def mergein_marketdata_list(cls, client, option_positions):
        """
        Fetch and merge in Marketdata for each option position
        """
        ids = cls._extract_ids(option_positions)
        mds = OptionMarketdata.quotes_by_instrument_ids(client, ids)

        results = []
        for op in option_positions:
            # @TODO optimize this so it's better than O(n^2)
            md = [x for x in mds if x['instrument'] == op['option']][0]
            # there is no overlap in keys so this is fine
            merged_dict = dict(list(op.items()) + list(md.items()))
            results.append(merged_dict)
        return results