Fury has embraced the Mexican theme since securing this date, this week rebranding himself 'El rey de los gitanos' (king of the gypsies) and appearing at his public workout in a lucha libre wrestling mask and wearing a headband in the country's colours.
He even allowed himself a brief dip into US politics when veteran promoter Bob Arum announced to the press conference "Mr Trump (USA president Donald), tear down that wall. We need more Mexicans in this country."
Fury's response was "Hell yeah. It is a privilege to be boxing on Mexican Independence weekend."
Wallin has a 20-fight unbeaten record, including 13 knockouts, but has never fought at this level.
But the Swede, whose father died of a heart attack in May, is relishing the prospect of fighting the former heavyweight champion.
"I was very happy. It dropped out of the sky but we are finally here and it is a dream come true for me," he said.
"I come from a small place in Sweden (Sundsvall) and now I am here on the big stage I have been dreaming about and I am ready to put it all on the line."