At the moment there is no multi-currency support built into Commerce.
Meaning, all prices in the system are stored in a single currency. This includes products, shipping, taxes, sales, discounts.
We DO have a multi-currency payments feature that allows a customer to pay in another currency (so they are charged an expected amount and get no surprises with their banks own conversion ratio).
The issue you are hitting above is that the price of the products is never converted. The items in the 'item bag' can only exist in the primary currency.
Your best bet is to not send the item bag to the gateway and only have them charge the amount. You can do this with the setting:
If we were to try and get clever and convert the line items prices to the differing payment currency, the amount to be paid would work out to be different to the converted total, due to rounding.
When we move to full multi-currency support, this issue would go away since the line items would be converted first (along with discounts etc), and the total would be a sum of those amounts.
Hope that helps.