In the open space, shades get very cold, like a few degrees over absolute zero cold, because even without a medium to facilitate convection and (atmospheric contact) conduction, the loss of heat through mere radiation (into the pitch black universe) is very efficient (for normal, non-reflective materials). Thus, for an astral body to remain in a melted state, continuous steams of energy should be poured in (and some thermo-insulating gaseous atmosphere may also help to reduce cooling, if the body in question would have enough gravity to retain it), but that's hardly a thing to worry for a project where the energy itself is carefully controlled and dosed.