HAProxy’s proxy protocol has been supported as part of Varnish 4.1 for a few months now. The proxy protocol's main purpose is to transport client connection information from the originating source requesting the connection. It adds a small header about the origin connection.
So, you've started using Varnish (and you're loving it) and that constant hammering about having a cache invalidation strategy got through to you: you finally decided to write the VCL to purge objects from your beautiful cache. That's good!