gnc-fq-helper is a helper tool used by GnuCash as a wrapper around Finance::Quote Perl library for getting quotes and exhange rates.
This is a drop-in replacement for the native gnc-fq-helper, written in Python, capable of getting quotes and exhange rates from Alpha Vantage. It just works for me, works around some problems I had when using Finance::Quote-based version (missing currency information for some symbols, missing retries when hitting rate limiting), and is written in a sensible programming language, so it is easy to fix if it breaks.
git clone https://github.com/yegord/gnc-fq-helper
sudo rm -f /usr/bin/gnc-fq-helper
sudo ln -s $(pwd)/gnc-fq-helper/gnc-fq-helper -t /usr/bin
If not done yet, get an AlphaVantage key and set environment variable ALPHAVANTAGE_API_KEY to it before running GnuCash.
Alpha Vantage does not say the currency in which a quote is given.
So, the tool effectively guesses this, see get_quotes_for_symbol function.
The guessing logic might not cover your cases, so, feel free to fix it and send a pull request.