How to use Haproxy in Aws auto scaling instead of ELB and also how to integrate existing aws instance setup into auto scaling.
You can add a notification to your auto scaling group. That will add a message to a SNS topic every time an auto scaling action occurs. You can subscribe an SQS queue to the topic and consume using a script to adjust your HAProxy configuration in reaction to each event.
Another option would be to add instances to the load balancer in the user-data script, but then you need to make sure the balancer can gracefully remove them if they disappear.