I would suggest that the Shopify connector does not recalculate currencies on orders imported from Shopify in stores running markets, which is quite common.

From what I can see, orders are imported in the checkout currency into BC and then converted to the Shopify store base currency, which would be an optional step, not a forced one.

It looks like all the data tags along, and in the transactional tab in the Shopify connector in BC, the checkout currency is present. Still, when it turns into a sales order in BC, it's recalculated to the Shopify base currency for unknown reasons.

So my suggestion would be to make that extra conversion optional - Let checkout currency be sales order currency and posted sales order currency.