It's probably very difficult structurally to build an actual sphere, since the poles would not have any orbital velocity and the whole sphere would want to flatten. Unless there is a way to do some kind of anti-gravity that humans just haven't discovered (which is a possibility that seems plausible).

But there is also the Dyson swarm, which is like a starlink constellation orbiting a star and designed to collect as much energy as possible.

Anyway I don't know the answer to your question, but if we ignore structural problems with a sphere we could imagine a material a few atoms thick, like a giant carbon nanotube structure. Then one wonders how much material there is in Jupiter as an approximation of total matter in the solar system. I will leave the calculation as an exercise to the reader. ;)