Refactor reconciliation interfaces into messages

[faysou]

Pull Request

Refactor order report interfaces into messages

Similar refactor as for data messages.
Using messages makes it clearer to understand where interfaces between component are located.

This also opens up the way to call execution client's order report functionalities from other components through messages if necessary in the future.

Type of change

• Refactor

How has this change been tested?

Adapted existing tests

[cjdsellers]

Hi @faysou

Thanks again for the contribution!

I think this is a good change because it makes the client interfaces even more standardized after you went to the trouble of refactoring the other data interfaces to messages to match the style of the execution side 👍.

For internal interfaces like this, messages work well, but we should avoid refactoring every interface to messages - especially user facing API's where they don't need to be exposed to the underlying messaging architecture.

This also opens up the way to call execution client's order report functionalities from other components through messages if necessary in the future.

I think we want to avoid the complexity of any component being able to call these interfaces, and keep them "owned" by the DataEngine and ExecutionEngine so that flows are easier to reason about - unless there's a very strong design reason later on of course.