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ONe of my main reasons for moving to HAProxy was to enable HTTP session management at as little cost as possible.  The following is a description of how to enable this in HAProxy.

If you want web sessions to have persistent connections to the same server, you can use a balance algorithm such as 

hdr, rdp-cookie, source, uri, orurl_param.

If your implementation requires the use of the 

leastconn, roundrobin, or static-rr algorithm,

you can implement session persistence by using server-dependent cookies.

To enable session persistence for all pages on a web server, use the cookie directive to define the name of the cookie to be inserted and add the cookie option and server name to the server lines, for example:

 	cookie WEBSVR insert
    server websvr1 192.168.1.71:80 weight 1 maxconn 512 cookie 1 check
    server websvr2 192.168.1.72:80 weight 1 maxconn 512 cookie 2 check

HAProxy includes an additional Set-Cookie: header that identifies the web server in its response to the client, for example: Set-Cookie: WEBSVR=N; path=page_path. If a client subsequently specifies the WEBSVR cookie in a request, HAProxy forwards the request to the web server whose server cookie value matches the value of WEBSVR.

The following example demonstrates how an inserted cookie ensures session persistence:

$ while true; do curl http://10.0.0.10; sleep 1; done
 This is HTTP server websvr1 (192.168.1.71).
 This is HTTP server websvr2 (192.168.1.72).
 This is HTTP server websvr1 (192.168.1.71).
 ^C
 $ curl http://10.0.0.10 -D /dev/stdout
 HTTP/1.1 200 OK
 Date: ...
 Server: Apache/2.4.6 ()
 Last-Modified: ...
 ETag: "26-5125afd089491"
 Accept-Ranges: bytes
 Content-Length: 38
 Content-Type: text/html; charset=UTF-8
 Set-Cookie: WEBSVR=2; path=/

This is HTTP server svr2 (192.168.1.72).
 $ while true; do curl http://10.0.0.10 --cookie "WEBSVR=2;"; sleep 1; done
 This is HTTP server websvr2 (192.168.1.72).
 This is HTTP server websvr2 (192.168.1.72).
 This is HTTP server websvr2 (192.168.1.72).
 ^C