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swiftmess.py
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swiftmess.py
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'''
Swiftmess is a Python module to parse SWIFT messages used for financial transactions in banking.
'''
# Copyright (c) 2012, Thomas Aglassinger
#
# This program is free software: you can redistribute it and/or modify it
# under the terms of the GNU Lesser General Public License as published by
# the Free Software Foundation, either version 3 of the License, or (at your
# option) any later version.
#
# This program is distributed in the hope that it will be useful, but WITHOUT
# ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
# FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License
# for more details.
#
# You should have received a copy of the GNU Lesser General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.
import decimal
import logging
import re
from datetime import date, datetime
_log = logging.getLogger('swift')
__version__ = '0.2'
_FamtMarker = 'FAMT/'
class Error(Exception):
pass
def messageItems(readable):
'''
Message items found in ``readable`` as tuples of the form ``(nestingLevel, type, value)`` with:
* nestingLevel: level of nested blocks
* type: one of: 'message', 'block', 'field', 'value'
* value: for 'block' this is the block key, for 'field' this is the field name, 'value' this is the value
and for 'message' this is ``None``.
The messages have to be stored in EDIFACT / ISO 15022 format.
'''
assert readable is not None
# Possible values for ``state``.
_BeforeStartOfBlock = 'BeforeStartOfBlock'
_InBlockKey = 'InBlockKey'
_InLine = 'InLine'
_InFieldKey = 'InFieldKey'
_InFieldValue = 'InFieldValue'
_InValue = 'InValue'
state = _BeforeStartOfBlock
text = None
blockKey = None
fieldKey = None
level = 0
char = readable.read(1)
while (char != ''):
_log.debug('level=%d, char=%r, state=%s, text=%r', level, char, state, text)
if char == '\r':
pass
elif state == _BeforeStartOfBlock:
if char == '{':
state = _InBlockKey
level += 1
text = ''
elif char == '}':
if level == 0:
raise Error('unmatched %r outside of any block must be removed' % char)
level -= 1
elif char == '\n':
if level != 0:
raise Error(u'nested block must be closed (state=%r, level=%d)' % (state, level))
yield (level, 'message', None)
elif char != '\r':
raise Error('block must start with %r instead of %r' % ('{', char))
elif state == _InBlockKey:
if char == ':':
state = _InLine
blockKey = long(text)
yield (level, 'block', blockKey)
text = None
elif char.isdigit():
text += char
else:
raise Error('block id must consist of decimal digits bug encountered %r' % char)
elif state == _InLine:
if char == '{':
state = _InBlockKey
level += 1
text = ''
elif char == '}':
state = _BeforeStartOfBlock
level -= 1
assert level >= 0
elif char == ':':
state = _InFieldKey
text = ''
elif char == '\n':
yield (level, 'value', '')
else:
state = _InValue
text = char
elif state == _InFieldKey:
if char == ':':
state = _InFieldValue
fieldKey = text
text = ''
else:
text += char
elif state == _InFieldValue:
if (char == '\n') or char == '}':
yield (level, 'field', fieldKey)
yield (level, 'value', text)
fieldKey = None
text = None
if char == '}':
state = _BeforeStartOfBlock
level -= 1
assert level >= 0
else:
state = _InLine
else:
text += char
elif state == _InValue:
if (char == '\n') or char == '}':
yield (level, 'value', text)
text = None
if char == '}':
state = _BeforeStartOfBlock
level -= 1
assert level >= 0
else:
state = _InLine
else:
text += char
char = readable.read(1)
if state != _BeforeStartOfBlock:
raise Error(u'block must be closed (state=%r)' % state)
if level != 0:
raise Error(u'nested block must be closed (state=%r, level=%d)' % (state, level))
def structuredItems(messageToRead):
assert messageToRead is not None
block = None
field = None
value = None
valuesSoFar = []
for level, kind, value in messageItems(messageToRead):
# TODO: remove: print u' %d, %s, %s' % (level, kind, value)
if kind == 'block':
if block is not None:
yield (level, block, field, valuesSoFar)
block = value
field = None
valuesSoFar = []
elif kind == 'field':
if block is None:
raise Error(u'block for field "%s" must be specified' % value)
yield (level, block, field, valuesSoFar)
field = value
valuesSoFar = []
elif kind == 'value':
valuesSoFar.append(value)
else:
assert False, u'kind=%r' % kind
# Yield the last item.
if valuesSoFar:
yield (level, block, field, valuesSoFar)
class Trade(object):
'''A trade in a `Report`.'''
def __init__(self):
self.accrInterest = None
self.ca = None
self.ccpStatus = None
self.clearingMember = None
self.exchangeMember = None
self.leg = None
self.orderNettingType = None
self.orderNumber = None
self.originType = None
self.settlementDate = None
self.tradeDate = None
self.tradeLocation = None
self.tradeNumber = None
self.tradeSettlement = None
self.tradeType = None
self.transactionType = None
class Report(object):
def __init__(self, messageToRead):
assert messageToRead is not None
self.report = None
for item in structuredItems(messageToRead):
_log.debug(u'item: %s', item)
leveBlockField = item[:3]
if self.report is None:
if leveBlockField == (1, 4, '77E'):
report = self._valueFor(item, '/TRNA')
if self.report is None:
self.report = report
if self.report == u'RAWCE260':
self._initCe260()
else:
raise Error(u'cannot set report to "%s" because it already is "%s"' % (report, self.report))
elif self.report == u'RAWCE260':
self._processCe260(item)
else:
raise Error(u'cannot (yet) read reports of type "%s"' % self.report)
if self.report == u'RAWCE260':
# Add possibly remaining trade.
self._appendPossibleTrade()
self._trade = None
if self.trades == []:
raise Error(u'report must contain at least 1 trade (starting with :94B::PRIC)')
def _valueFor(self, item, valuePrefix, strip=True, required=True, defaultValue=None):
assert item is not None
assert valuePrefix
if required:
assert defaultValue is None
result = None
_, block, field, values = item
valueIndex = 0
valueCount = len(values)
while (result is None) and (valueIndex < valueCount):
value = values[valueIndex]
if value.startswith(valuePrefix):
result = value[len(valuePrefix):]
if strip:
result = result.strip()
else:
valueIndex += 1
if result is None:
if required:
raise Error(u'block %d, field "%s" must contain %s but found only: %s' % (block, field, valuePrefix, values))
else:
result = defaultValue
return result
def _slashedNameValue(self, item):
assert item is not None
_, block, field, values = item
if len(values) != 1:
raise Error(u'value in block "%s", field "%s" must fit into one line but is: %r' % (block, field, values))
# TODO: compile regex.
finding = re.match(r'[:](?P<name>.+)//(?P<value>.*)', values[0])
if finding is None:
raise Error(u'value in block "%s", field "%s" must contain text matching ":<NAME>//<VALUE>" but is: %r' % (block, field, values))
name = finding.group('name')
value = finding.group('value')
return (name, value)
def _dateFromIsoText(self, item, name, text):
assert item is not None
assert text is not None
_, block, field, _ = item
try:
textAsTime = datetime.strptime(text, '%Y%m%d')
except ValueError, error:
message = u'cannot convert "%s" in block "%s", field "%s"' % (text, block, field)
if name is not None:
message += u', item "%s"' % name
message += u' to date: %s' % error
raise Error(message)
result = date(textAsTime.year, textAsTime.month, textAsTime.day)
return result
def _decimalFrom(self, item, name, value):
'''
A ``decimal.Decimal`` from ``value`` properly handling all kinds of separators.
Examples:
* _decimalFrom(..., '1') --> 1
* _decimalFrom(..., '123.45') --> 123.45
* _decimalFrom(..., '123,45') --> 123.45
* _decimalFrom(..., '123456.78') --> 123456.78
* _decimalFrom(..., '123,456.78') --> 123456.78
* _decimalFrom(..., '123.456,78') --> 123456.78
'''
assert item is not None
assert value is not None
isGermanNumeric = False
firstCommaIndex = value.find(',')
if firstCommaIndex >= 0:
firstDotIndex = value.find('.')
if firstCommaIndex > firstDotIndex:
isGermanNumeric = True
if isGermanNumeric:
unifiedValue = value.replace('.', '').replace(',', '.')
else:
unifiedValue = value.replace(',', '')
try:
result = decimal.Decimal(unifiedValue)
except Exception, error:
_, block, field, _ = item
message = u'cannot convert "%s" in block "%s", field "%s"' % (value, block, field)
if name is not None:
message += u', item "%s"' % name
message += u' to decimal: %s' % error
raise Error(message)
return result
def _currencyAndAmountFrom(self, item, name, value):
'''
tuple with currency (as ISO code) and amount extracted from ``value``.
Example: 'EUR123,45' --> (u'EUR', 123.45)
'''
assert item is not None
assert value is not None
def errorMessage(details):
_, block, field, _ = item
result = u'cannot convert "%s" in block "%s", field "%s"' % (value, block, field)
if name is not None:
result += u', item "%s"' % name
result += u' to currency and amount: %s' % details
return result
if len(value) < 4:
raise Error(errorMessage(u'value must have at least 4 characters'))
currency = value[:3]
try:
amount = self._decimalFrom(item, name, value[3:])
except Exception, error:
raise Error(errorMessage(error))
return (currency, amount)
def _initCe260(self):
self.financialInstrument = None
self.safekeepingAccount = None
self.trades = []
self._trade = None
def _checkHasTrade(self, field, name=None):
if self._trade is None:
message = u'trade must start with 94B::PRIC before details can be specified with '
if name is None:
message += field
else:
message += field + '::' + name
raise Error(message)
def _appendPossibleTrade(self):
if self._trade is not None:
self.trades.append(self._trade)
def _processCe260(self, item):
def createTransactionDetailsNameToValueMap(item):
level, block, field, values = item
assert level == 1
assert block == 4
assert field == '70E'
assert values
result = {}
TrDeHeader = ':TRDE//'
if values[0].startswith(TrDeHeader):
transactionDetails = [values[0][len(TrDeHeader):]]
transactionDetails.extend(values[1:])
detailsText = u' '.join(transactionDetails)
for detail in detailsText.split(u'/'):
detail = detail.rstrip()
if detail != '':
indexOfFirstSpace = detail.find(' ')
if indexOfFirstSpace >= 0:
name = detail[:indexOfFirstSpace]
value = detail[indexOfFirstSpace + 1:].lstrip()
else:
name = detail
value = None
if name in result:
raise Error(u'duplicate transaction detail "%s" must be removed: %s' % (name, transactionDetails))
result[name] = value
else:
raise Error(u'transaction details in field "%s" must start with "%s" but are: %s' % (field, TrDeHeader, values))
return result
level, block, field, values = item
if (level == 1) and (block == 4):
if field == '19A':
name, value = self._slashedNameValue(item)
if name == 'ACRU':
self._checkHasTrade(field, name)
self._trade.accrInterest = self._currencyAndAmountFrom(item, name, value)
elif name == 'PSTA':
self._checkHasTrade(field, name)
self._trade.tradeSettlement = self._currencyAndAmountFrom(item, name, value)
elif field == '20C':
name, value = self._slashedNameValue(item)
if name == 'TRRF':
self._checkHasTrade(field, name)
_TradeNumberIndex = 8
if len(value) <= _TradeNumberIndex:
raise Error(u'trade number in %s::%s must have at least %d characters: "%s"' % (field, name, _TradeNumberIndex + 1, value))
self._trade.tradeNumber = value[_TradeNumberIndex:]
elif field == '35B':
self.financialInstrument = values
if field == '36B':
name, value = self._slashedNameValue(item)
if name == 'PSTA':
self._checkHasTrade(field, name)
if value.startswith(_FamtMarker):
nominalText = value[len(_FamtMarker):]
try:
self._trade.nominal = self._decimalFrom(item, name, nominalText)
except Exception, error:
raise Error(error)
elif field == '70E':
self._checkHasTrade(field)
transactionDetails = createTransactionDetailsNameToValueMap(item)
self._trade.clearingMember = transactionDetails.get('CLGM')
self._trade.exchangeMember = transactionDetails.get('EXCH')
self._trade.leg = transactionDetails.get('LN')
self._trade.originType = transactionDetails.get('OT')
self._trade.transactionType = transactionDetails.get('TYPE')
self._trade.ca = transactionDetails.get('CA')
self._trade.ccpStatus = transactionDetails.get('CCPSTAT')
self._trade.orderNettingType = transactionDetails.get('ORDNETT')
self._trade.orderNumber = transactionDetails.get('ORDNB')
self._trade.tradeType = transactionDetails.get('TTYP')
elif field == '94B':
name, value = self._slashedNameValue(item)
if name == 'PRIC':
self._appendPossibleTrade()
self._trade = Trade()
elif name == 'TRAD':
self._checkHasTrade(field, name)
ExchHeader = 'EXCH/'
if value.startswith(ExchHeader):
self._trade.tradeLocation = value[len(ExchHeader):]
elif field == '97A':
self.safekeepingAccount = self._valueFor(item, ':SAFE//')
elif field == '98A':
name, value = self._slashedNameValue(item)
if name == 'SETT':
self._trade.settlementDate = self._dateFromIsoText(item, name, value)
elif name == 'TRAD':
self._trade.tradeDate = self._dateFromIsoText(item, name, value)