persistable srecord noeq PriceDigitizer(PriceCells cells) {
  double lastPrice = Double.NaN;
  gettable double lastDigitizedPrice = Double.NaN;
  double lastCellLimitTouched = Double.NaN;

  // returns new digitized price
  double digitize(double price) {
    lastDigitizedPrice = lastCellLimitTouched;
    
    if (!isNaN(lastPrice)) {
      if (price > lastPrice) {
        double limit = cells.nextCellLimit(lastPrice);
        if (price >= limit)
          lastCellLimitTouched = limit;
      } else if (price < lastPrice) {
        double limit = cells.previousCellLimit(lastPrice);
        if (price <= limit)
          lastCellLimitTouched = limit;
      }
    }
    
    lastPrice = price;
    ret lastCellLimitTouched;
  }
  
  double digitizedPrice() { ret lastCellLimitTouched; }
}