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The protocol uses the TransferHelper.safeTransferFrom(token, _currentTokenRequester, msg.sender, uint256(change)); for its token transfers. But this does not work if the token returns false for all the operations.
Tokens like Tether gold will cause the transfer to always revert. Thus such tokens are not supported by the protocol.
Alpha: in this case, the protocol intended to support weird behaviour on return values, but Tether gold is special because it returns false on success.
Conclusion
This finding would earn you $886, make sure to read the readme and the protocol messages to make sure you get all the in scope behaviours correctly! Also, keep track of weird tokens, listed here, for example.