A published REST service is the correct way to do this, not a deeplink. Especially if you need to call a callback URL.
Assuming you already have an entity where you want to store all of the data you receive, create a message definition and an import mapping for that entity.
Use this mapping on a published rest service, then the endpoint microflow that gets triggered will create the object and receive it as a microflow parameter. You can use it as you please and, when finished, send the callback request to the callback endpoint. You can start with the documentation here: https://docs.mendix.com/refguide/published-rest-operation
If the parameters are being passed as a GET request with a query string as your example seems to imply, you may find it easiest to do this using a Deeplink in your Mendix application.
https://docs.mendix.com/appstore/modules/deep-link
The microflow it calls can take the parameters as string variables and you can use them as you see fit in there.
Hope this helps.