I am trying to include webhooks to script developed locally in Lean. Here is my sample code.

from AlgorithmImports import *
# endregion

import json

class SwimmingFluorescentPinkHornet(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022, 1, 1)
        self.SetStartDate(2022, 2, 1)
        self.symbol = self.AddForex("EURUSD", Resolution.Minute).Symbol
        self.url = "https://hftwebapi.azurewebsites.net/minmax/"
        self.headers = {
            'Content-Type': 'application/json'

    def OnData(self, data: Slice):
        if not self.Portfolio.Invested:
            self.SetHoldings(self.symbol, 1)
            payload = json.dumps({"sign": 1})
            self.Notify.Web(self.url, payload=payload, headers=self.headers)
        elif self.Portfolio.Invested:
            payload = json.dumps({"sign": 0})
            self.Notify.Web(self.url, payload=payload, headers=self.headers)

When I run this scripte in paper trading mode locally, I don't get any data on the server. What could be the reason?

If I try with POST request locally it works fine. It seems like data is not sent to the url (my API endpoint).