Is it a violation of anti-trust to have a different credit policy for each state I do business in?
No, having different credit policies from state to state shouldn't violate any antitrust laws. There are a variety of legitimate business reasons for why having different credit policies for different states makes sense - and, honestly, it's probably the most prudent approach for handling risk.
Generally, antitrust laws are in place to avoid monopolies, to keep businesses from fixing prices, and to stop companies from bid-rigging. So, unless you're in danger of forming a monopoly, or unless you're working with other businesses to fix prices or illegally manipulate bidding processess, antitrust issues should likely be a non-issue.
For more background on antitrust laws and when they come into play, Investopedia has a nice breakdown here: Understanding Antitrust Laws | Investopedia.