Best practice for multi-currency set-up

This is not possible. Tryton is build on the principal of a main currency for the accounting (this is a standard practice).

Yes this purpose is to force to have always a second currency value for the moves on those accounts. So it is good to book the activities of a bank account.
What Tryton is missing to be complete on this topic is a wizard to record the value change of such bank account in the company currency. Such wizard should take the balance in the second currency and compare it with the balance of the main company using the current rate. If it is different than it should create a move.