For HA proxy you can use either socket connection (default) or URL connection for the stats. Since you mention an appliance - you will probably need to configure the HA proxy to have stats exposed.
For details see documentation or agent plugin code agent/plugin/plugins/ruxit.python.haproxy/ruxit_haproxy.py
For now we ended up installing the OneAgent via James advice and used the docs Julius pointed us at to get it functioning. Kristof, I'll let the client know that remote plugins is coming and would remove the OneAgent requirement.