The HA-2 is able to receive a digital audio input signal from the Sony Walkman NWZ-A17 portable music player through its Micro USB B input. However, in order for the Sony Walkman to output digital audio to the HA-2, you will need to make use of a specific adapter cable, the Sony WMC-NWH10.
Along with the adapter cable, you will need to use a USB A male to Micro-USB male cable or adapter to connect to the HA-2's Micro-USB input.

The connection chain will look like this:

Sony Walkman NWZ-A17 -> Sony WMC-NWH10 adapter cable -> USB A male to Micro-USB male cable or adapter -> HA-2 Micro-USB input (Input B).

The image below shows the Sony WMC-NWH10 adapter cable (the black cable) used in conjunction with a USB A male to Micro-USB male cable (the white cable).

The above connection method will bypass the Sony Walkman's internal DAC (Digital-to-Analogue Converter) and headphone amplification circuit. The OPPO HA-2 becomes the external DAC and headphone amplifier for the Walkman.

The cable that comes with the Sony Walkman NWZ-A17 (USB A - WM-Port) does not support digital audio output from the Walkman, so it cannot be used for this purpose. So far we have not seen any WM-Port to Micro-USB B cable that supports digital audio output. If such a cable exists it will make the connection much easier and less clumsy. Please let us know if you are aware of such a cable.