I don't see the Deadpool comparison, really. Harley doesn't break the 4th wall, she isn't immortal...
They're both irreverent antiheroes, characters with a violent criminal history who are trying to redeem themselves. They're both characters without a filter on their speech and behavior, allowing them to be transgressive and absurd, and they both tend heavily toward humor and deconstructive or metatextual commentary on comic book tropes.
And yes, Harley breaking the fourth wall has been a thing ever since the debut of her self-titled series in the "New 52" continuity in 2011. And it sounds like she'll do so in the movie as well, at least in framing narration.