We define a multiple Dirichlet series whose group of functional equations is the Weyl group of the affine Kac–Moody root system $\widetilde{A}_{n}$, generalizing the theory of multiple Dirichlet series for finite Weyl groups. The construction is over the rational function field $\mathbb{F}_{q}(t)$, and is based upon four natural axioms from algebraic geometry. We prove that the four axioms yield a unique series with meromorphic continuation to the largest possible domain and the desired infinite group of symmetries.