I agree with anaelisabethlee about the florist wire and want to add to that.
I am a florist, we have many different gauges of wire. The thicker the better for this project 18gauge would be ok.
We also have a decorative one that is soft and thicker than the 18gauge which we use for curls. We wrap it around a dowel, pull off stretch a little and we have a curly decorative piece to place into a flower arrangement. if you can find that it would be better.
Cover wire with paper stem tape. ( this is food safe and helps gum paste adhere to wire.) what we use when making gumpaste flowers.
Make a large loop at the base of the wire making sure there is enough for the antenna, pop the cake over the wire loop. If you just poke the wire into the cake it will fall forward.
Shape, wet stem with tylose glue and cover with fondant with tylose added. This will hold better. Leave enough wire poking out to push on the styrofoam covered ball. Pre poke a hole where wire is to go. Hot glue the end of the wire and quickly push into hole.
An alternative to the styrofoam ball is to make a ball from cereal treats, but you need to make a small loop in the end of the wire to hold the extra weight.