I don’t know what the easiest way to handle it is, but the following is a relatively easy way. Whenever you match a line break in your lexer, optionally match one or more spaces. If there are spaces after the line break, compare the length of these spaces with the current indent-size. If it’s more than the current indent size, emit an Indent token, if it’s less than the current indent-size, emit a Dedent token and if it’s the same, don’t do anything.

You’ll also want to emit a number of Dedent tokens at the end of the file to let every Indent have a matching Dedent token.

For this to work properly, you must add a leading and trailing line break to your input source file!

ANTRL3

A quick demo:

grammar PyEsque;

options {
  output=AST;
}

tokens {
  BLOCK;
}

@lexer::members {

  private int previousIndents = -1;
  private int indentLevel = 0;
  java.util.Queue<Token> tokens = new java.util.LinkedList<Token>();

  @Override
  public void emit(Token t) {
    state.token = t;
    tokens.offer(t);
  }

  @Override
  public Token nextToken() {
    super.nextToken();
    return tokens.isEmpty() ? Token.EOF_TOKEN : tokens.poll();
  }

  private void jump(int ttype) {
    indentLevel += (ttype == Dedent ? -1 : 1);
    emit(new CommonToken(ttype, "level=" + indentLevel));
  }
}

parse
 : block EOF -> block
 ;

block
 : Indent block_atoms Dedent -> ^(BLOCK block_atoms)
 ;

block_atoms
 :  (Id | block)+
 ;

NewLine
 : NL SP?
   {
     int n = $SP.text == null ? 0 : $SP.text.length();
     if(n > previousIndents) {
       jump(Indent);
       previousIndents = n;
     }
     else if(n < previousIndents) {
       jump(Dedent);
       previousIndents = n;
     }
     else if(input.LA(1) == EOF) {
       while(indentLevel > 0) {
         jump(Dedent);
       }
     }
     else {
       skip();
     }
   }
 ;

Id
 : ('a'..'z' | 'A'..'Z')+
 ;

SpaceChars
 : SP {skip();}
 ;

fragment NL     : '\r'? '\n' | '\r';
fragment SP     : (' ' | '\t')+;
fragment Indent : ;
fragment Dedent : ;

You can test the parser with the class:

import org.antlr.runtime.*;
import org.antlr.runtime.tree.*;
import org.antlr.stringtemplate.*;

public class Main {
  public static void main(String[] args) throws Exception {
    PyEsqueLexer lexer = new PyEsqueLexer(new ANTLRFileStream("in.txt"));
    PyEsqueParser parser = new PyEsqueParser(new CommonTokenStream(lexer));
    CommonTree tree = (CommonTree)parser.parse().getTree();
    DOTTreeGenerator gen = new DOTTreeGenerator();
    StringTemplate st = gen.toDOT(tree);
    System.out.println(st);
  }
}    

If you now put the following in a file called in.txt:

AAA AAAAA
  BBB BB B
  BB BBBBB BB
    CCCCCC C CC
  BB BBBBBB
    C CCC
      DDD DD D
      DDD D DDD

(Note the leading and trailing line breaks!)

then you’ll see output that corresponds to the following AST:

Note that my demo wouldn’t produce enough dedents in succession, like dedenting from ccc to aaa (2 dedent tokens are needed):

aaa
  bbb
    ccc
aaa

You would need to adjust the code inside else if(n < previousIndents) { ... } to possibly emit more than 1 dedent token based on the difference between n and previousIndents. Off the top of my head, that could look like this:

 else if(n < previousIndents) {
   // Note: assuming indent-size is 2. Jumping from previousIndents=6 
   // to n=2 will result in emitting 2 `Dedent` tokens
   int numDedents = (previousIndents - n) / 2; 
   while(numDedents-- > 0) {
     jump(Dedent);
   }
   previousIndents = n;
 }

ANTLR4

For ANTLR4, do something like this:

grammar Python3;

tokens { INDENT, DEDENT }

@lexer::members {
  // A queue where extra tokens are pushed on (see the NEWLINE lexer rule).
  private java.util.LinkedList<Token> tokens = new java.util.LinkedList<>();
  // The stack that keeps track of the indentation level.
  private java.util.Stack<Integer> indents = new java.util.Stack<>();
  // The amount of opened braces, brackets and parenthesis.
  private int opened = 0;
  // The most recently produced token.
  private Token lastToken = null;
  @Override
  public void emit(Token t) {
    super.setToken(t);
    tokens.offer(t);
  }

  @Override
  public Token nextToken() {
    // Check if the end-of-file is ahead and there are still some DEDENTS expected.
    if (_input.LA(1) == EOF && !this.indents.isEmpty()) {
      // Remove any trailing EOF tokens from our buffer.
      for (int i = tokens.size() - 1; i >= 0; i--) {
        if (tokens.get(i).getType() == EOF) {
          tokens.remove(i);
        }
      }

      // First emit an extra line break that serves as the end of the statement.
      this.emit(commonToken(Python3Parser.NEWLINE, "\n"));

      // Now emit as much DEDENT tokens as needed.
      while (!indents.isEmpty()) {
        this.emit(createDedent());
        indents.pop();
      }

      // Put the EOF back on the token stream.
      this.emit(commonToken(Python3Parser.EOF, "<EOF>"));
    }

    Token next = super.nextToken();

    if (next.getChannel() == Token.DEFAULT_CHANNEL) {
      // Keep track of the last token on the default channel.
      this.lastToken = next;
    }

    return tokens.isEmpty() ? next : tokens.poll();
  }

  private Token createDedent() {
    CommonToken dedent = commonToken(Python3Parser.DEDENT, "");
    dedent.setLine(this.lastToken.getLine());
    return dedent;
  }

  private CommonToken commonToken(int type, String text) {
    int stop = this.getCharIndex() - 1;
    int start = text.isEmpty() ? stop : stop - text.length() + 1;
    return new CommonToken(this._tokenFactorySourcePair, type, DEFAULT_TOKEN_CHANNEL, start, stop);
  }

  // Calculates the indentation of the provided spaces, taking the
  // following rules into account:
  //
  // "Tabs are replaced (from left to right) by one to eight spaces
  //  such that the total number of characters up to and including
  //  the replacement is a multiple of eight [...]"
  //
  //  -- https://docs.python.org/3.1/reference/lexical_analysis.html#indentation
  static int getIndentationCount(String spaces) {
    int count = 0;
    for (char ch : spaces.toCharArray()) {
      switch (ch) {
        case '\t':
          count += 8 - (count % 8);
          break;
        default:
          // A normal space char.
          count++;
      }
    }

    return count;
  }

  boolean atStartOfInput() {
    return super.getCharPositionInLine() == 0 && super.getLine() == 1;
  }
}

single_input
 : NEWLINE
 | simple_stmt
 | compound_stmt NEWLINE
 ;

// more parser rules

NEWLINE
 : ( {atStartOfInput()}?   SPACES
   | ( '\r'? '\n' | '\r' ) SPACES?
   )
   {
     String newLine = getText().replaceAll("[^\r\n]+", "");
     String spaces = getText().replaceAll("[\r\n]+", "");
     int next = _input.LA(1);
     if (opened > 0 || next == '\r' || next == '\n' || next == '#') {
       // If we're inside a list or on a blank line, ignore all indents, 
       // dedents and line breaks.
       skip();
     }
     else {
       emit(commonToken(NEWLINE, newLine));
       int indent = getIndentationCount(spaces);
       int previous = indents.isEmpty() ? 0 : indents.peek();
       if (indent == previous) {
         // skip indents of the same size as the present indent-size
         skip();
       }
       else if (indent > previous) {
         indents.push(indent);
         emit(commonToken(Python3Parser.INDENT, spaces));
       }
       else {
         // Possibly emit more than 1 DEDENT token.
         while(!indents.isEmpty() && indents.peek() > indent) {
           this.emit(createDedent());
           indents.pop();
         }
       }
     }
   }
 ;

// more lexer rules

Taken from: https://github.com/antlr/grammars-v4/blob/master/python3/Python3.g4