Deploying uWSGI without NGINX (or webservers)

I am currently designing a deployment for a financial app managing 100k pay points.

Options are below
haproxy (load balancer) => nginx/uwsgi/django
or
nginx (load balancer) => uwsgi/django
or
haproxy (load balancer) => uwsgi/django

To reduce latency, I am leaning towards the last option which is removing NGINX and making uWSGI to ask as the reverse proxy as well as the wsgi.

What are the cons, or issues with the option?