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So in this case, do I needs to setup two nodes for HAProxy as well, to load balance MYSQL Cluster?

Yes, and then setup keepalived on them so you have a stable VIP that is guaranteed to move between them. I did a writeup of how we did it (when I worked there) for ticketmaster here:

http://www.digitalprognosis.com/opensource/scripts/keepalive...

The gist is that you have a dummy interface ie: dummy0, and when you down that interface, the VIP flips to the backup node with the highest VRRP priority.

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