If a 400km diameter rotating space station is beyond your budget, you could consider using an airlock fluid denser than air to reduce the station diameter. Various (impractical) fluids are discussed in Could liquid airlocks work?
You would need to allow for the fact that centrifugal acceleration falls as you approach the axis, so the fluid column would need to be about twice height of the same fluid airlock design on Earth. YouBut you would still be dealing with a station measured in tens of meters, not hundreds of kilometers.
Water would be the most economical fluid, but its high vapor pressure would cause enthusiastic boiling on the surface exposed to vacuum. Covering the water surface with low vapor pressure fluid (silicon oil has been suggested) would just move the boiling to the water/oil interface.
The whole column could be filled with silicon oil but this would be a bit messy.