I have developed a simple algo to test Notify.Web method:

# region imports
from AlgorithmImports import *
# endregion

import json

class SwimmingFluorescentPinkHornet(QCAlgorithm):

def Initialize(self):
self.SetStartDate(2022, 1, 1)
self.SetStartDate(2022, 1, 4)
self.symbol = self.AddForex("EURUSD", Resolution.Hour).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 deploy it to paper trading I get an error:

Runtime Error: Trying to dynamically access a method that does not exist throws a TypeError exception. To prevent the exception, ensure each parameter type matches those required by the 'str'>) method. Please checkout the API documentation.