Just curiosity question; I've been making use of the email and SMS notification for live trading (which is pretty freaking awesome, by the way).  However I noticed in the documentation that there is a third type of notification called Web-Hook.  What is that exactly, and how does it work?

I can't seem to find the class in the Lean Engine that shows us what is actually going on when you execute a web hook.  All I know is that it takes a web address and a C# "object" as input data.  What happens then?