Welcome to Ringworld, an intermediate step between Dyson Spheres and planets. Ninety-three million miles in radius—the equivalent of one Earth orbit or 600 miles long—1,000 meters thick, and much sturdier than a Dyson sphere.
What other advantages are there to this world? The gravitational force created by a rotation on its axis of 770 miles per second means no need for a roof. Walls 1,000 miles high at each rim will let in the sun and prevent much air from escaping.