Current step generator - ideas for completing the implementation?
simulate this circuit &ndash; Schematic created using CircuitLab

Figure 1. Dual-rail adjustable constant-current source.

Would the circuit of Figure 1 satisfy your requirements?
The output current \$I_L\$ is set by \$V_{IN}\$. Relationship is given by \$ I_L = \frac {V_{IN}}{R3}\$.

For example: \$V_{IN} = +1~V\$ will result in +1 mA through the load.

Note that neither end of the variable load can be grounded with this circuit.

For micro control replace R1, etc., with a bipolar DAC output or add a negative offset to a regular 0 - 5 V ADC or filtered PWM output.

I don't see why you would want or need to use relays or digital potentiometer.