This will be certainly reported to the FAA as an incident so you don't have to do anything yourself. Battery fires on flights - while not common - occur with some regularity. One happens roughly every 10 days (30 a year or so in 2017).
While you say that the fire extinguisher and water had no effect, it almost certainly did. Using a halon extinguisher to first dampen and slightly cool followed by dousing it in water is the recommended way to dampen a battery fire (dampen is the right word, as once out of control combustion has started, it will continue to combust/release energy for some time - the goal is to reduce the rate of discharge sufficiently that it will not create secondary fires). Once the battery has cooled down sufficiently, it can be stored in a metal container designed for batteries in a safe place for the remainder of the flight (if in the air).
My guess is that it was one purchased through Amazon. There are a lot of cheap, crappy battery packs without the right safety components.
Regardless, even the best designed and manufactured lithium ion battery has a small chance of catastrophic failure. Batteries are just a fancy way of storing large amounts of relatively volatile chemical energy in a stable enough way such that the device does not ignite.