It looks like Tally can accept XML input and return XML as output.
https://help.tallysolutions.com/article/DeveloperReference/td9/tally_developer_tools/tally_connector.htm
This means you could use Mendix’s Input and Output Mapping functionality to convert to and from XML and Mendix entities. You can also you the REST Consume functionality in Mendix to send this data to Tally.
Good luck!