You can use stick tables to create sticky sessions based on origin IP, cookies, and things like that, you'll need HAProxy 1.5 of better t do it. If you google for "haproxy sticky sessions" you'll find an number of examples. Here are a couple stand-outs:
http://blog.haproxy.com/2012/03/29/load-balancing-affinity-persistence-sticky-sessions-what-you-need-to-know/ http://stackoverflow.com/questions/27094501/haproxy-1-5-8-how-do-i-configure-cookie-based-stickiness http://serverfault.com/questions/652911/implementing-tcp-sticky-sessions-with-haproxy-to-handle-ssl-pass-through-traffic
