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"We [science fiction writers] always wanted to believe in "private sector" space -- hucksters make better characters than a government does."
- Larry Niven

Artificial Planet  
  A very large constructed object in space.  

Before the Death Star, there was the artificial planet of metal:

The artificial planet of metal was now close enough so that it was visible to the ultra-vision of the Secret Service men, so plainly visible that the warships of the pirates were seen issuing from the enormous air-locks.

Hour after hour they flew through the ether, but finally there was a lurching swing and an abrupt increase in their acceleration. After a short consultation Captain Bradley turned on the visiray set and, with the beam at its minimum power, peered cautiously downward, in the direction opposite to that in which he knew the pirate vessel must be. All three stared into the plate, seeing only an infinity of emptiness, marked only by the infinitely remote and coldly brilliant stars. While they stared into space a vast area of the heavens was blotted out and they saw, faintly illuminated by a peculiar blue luminescence, a vast ball--a sphere so large and so close that they seemed to be dropping downward toward it as though it were a world! They came to a stop--paused, weightless--a vast door slid smoothly aside--they were drawn upward through an airlock and floated quietly in the air above a small, but brightly-lighted and orderly city of metallic buildings! Gently the Hyperion was lowered, to come to rest in the embracing arms of a regulation landing cradle.

From Triplanetary, by E.E. 'Doc' Smith.
Published by Not known in 1934
Additional resources -

I hope I don't spoil the novel by revealing that they escape:

Braced against the wall, Costigan sighted along Roger's body toward the most distant point of the lofty dome of the artificial planet and gave him a gentle push. Then, each grasping Clio by an arm, the two officers shoved mightily with their feet and the three armored forms darted away toward their only hope of escape--an emergency boat which could be launched through the shell of the great globe.

For reference, I include a modern-day conception of this idea; the Death Star from Star Wars.

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  More Ideas and Technology from Triplanetary
  More Ideas and Technology by E.E. 'Doc' Smith
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