Illiquid trades for Saddle D4 Strategy

[larrythecucumber321]

Issue

The most recent harvest transaction for the Saddle D4 jar presents a couple problems. https://etherscan.io/tx/0x4a3f79b7a711add58dfdb641e784ea733207e79011f2cf37718bf6c98883e485. A summary of the swap is below

Each of the reward tokens are sold in the following manner:

• _swapUniswap(fxs, frax, _fxs); which trades with the path FXS -> WETH -> FRAX

Step 1: reward token to ETH

• each of the FXS, TRIBE, LQTY and ALCX rewards are swapped to ETH on Uni v2 (with the exception of ALCX on Sushi).
• With the exception of LQTY, these swap routes are pretty optimal
• A total of 5.92 ETH was gained -> $21k USD at current prices

Step 2: ETH to Stablecoin

• The problem is starts here, where buying the D4-constituent stablecoins with ETH mostly involve illiquid pairs
  | Path | Liquidity | Improvement |
  | ----------- | ----------- | ----------- |
  | WETH -> FRAX | $1.5M | Direct FXS->FRAX ($43M) |

So... after all this, the issue doesn't seem to be as bad as I thought, and it's really only some weird MEV shennanigans that was going on with the WETH-FXS route.

Conclusion

A very simple fix is swapping with the exact FXS -> FRAX path to make sure this doesn't happen again in the future