I have used a range of 10GB NIC's, optical transceivers as well as DAC cables, and 4 different switches with 10g.
I don't think that the mellanox connectX-2 (I tested one in the past) have any sort of built in driver support in XPenology. I have used broadcom in the past, and now use intel 82599 based cards.
If you just want to built a point to point 10GBE link, I had great luck with the IBM BNX2 broadcom cards their included transceiver, and a standard OM3 LC/LC fiber patch.
I also use the 3615xs version