Sci-fi Mega-Engineering

That kind of material density would arguably create a black hole. Stars are mostly hydrogen and tend to create black holes once their cores reach the density of iron. Seeing as The City is aparently concrete I'd say it's near that borderline.

The City also has time travel, gravity manipulation, and hyperdimensional support struts just to keep the entire thing from collapsing in on itself. A bit beyond conventional megastructures at that point, I'd say.

It is a very interesting example of a mega-structure that is for certain.