The S.D.M.G (or Space Dolphin Machine Gun) is a weapon in Edge of Space.
This is a gun from Terraria. It is an Easter Egg due to the fact the Tooltip says 'It came from the edge of space'. This concludes that this might have been an intended Easter Egg. You may realize it is actually a weapon from the Moon Lord from Terraria. For more info see the Terraria Wiki.