Implement progressive position sizing with max_size parameter

- Add max_size support to trading logic, defaulting to trade_size
- Continue quoting trade_size amounts until max_size is reached
- Implement progressive exit strategy: sell trade_size increments when at max_size
- Track both token positions for better exposure management
- Update buy conditions to use max_size instead of 0.9 * trade_size

🤖 Generated with [Claude Code](https://claude.ai/code)

Co-Authored-By: Claude <noreply@anthropic.com>

poly_data/trading_utils.py

@@ -128,18 +128,45 @@ def round_up(number, decimals):
     factor = 10 ** decimals
     return math.ceil(number * factor) / factor
 
-def get_buy_sell_amount(position, bid_price, row):
+def get_buy_sell_amount(position, bid_price, row, other_token_position=0):
     buy_amount = 0
     sell_amount = 0
 
-    sell_amount = position
-    buy_amount = row['trade_size'] - position
+    # Get max_size, defaulting to trade_size if not specified
+    max_size = row.get('max_size', row['trade_size'])
+    trade_size = row['trade_size']
+    
+    # Calculate total exposure across both sides
+    total_exposure = position + other_token_position
+    
+    # If we haven't reached max_size on either side, continue building
+    if position < max_size:
+        # Continue quoting trade_size amounts until we reach max_size
+        remaining_to_max = max_size - position
+        buy_amount = min(trade_size, remaining_to_max)
+        
+        # Only sell if we have substantial position (to allow for exit when needed)
+        if position >= trade_size:
+            sell_amount = min(position, trade_size)
+        else:
+            sell_amount = 0
+    else:
+        # We've reached max_size, implement progressive exit strategy
+        # Always offer to sell trade_size amount when at max_size
+        sell_amount = min(position, trade_size)
+        
+        # Continue quoting to buy if total exposure warrants it
+        if total_exposure < max_size * 2:  # Allow some flexibility for market making
+            buy_amount = trade_size
+        else:
+            buy_amount = 0
 
+    # Ensure minimum order size compliance
     if buy_amount > 0.7 * row['min_size'] and buy_amount < row['min_size']:
         buy_amount = row['min_size']
 
-    if bid_price < 0.1:
-
+    # Apply multiplier for low-priced assets
+    if bid_price < 0.1 and buy_amount > 0:
         if row['multiplier'] != '':
             print(f"Multiplying buy amount by {int(row['multiplier'])}")
             buy_amount = buy_amount * int(row['multiplier'])