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.