You can do it as soon as or as late as you wish. But IMHO, sooner rather than later would be wise.
The later you go, the more expense you may incur. I don't think it's emergent, and given that we're going into the weekend, you may not be able to get her in. But I'd give your clinic a call and see what they say.
A good horseman doesn't have to tell anyone...the horse already knows.
It's preferable to spay when they aren't in heat, because there is more bleeding from the surgery then. However when choosing between spaying during heat or doing a terminal spay on a pregnant female, sooner is better.
I would say get her in asap. Right now any babies are still free floating. Implantation and the start of substantial growth occurs right about day 17. Conception could have occurred as much as seven days after you saw her bred. At 21 days incubation corgi puppies measure around 2.5 cm if I remember correctly --not completely sure when I scanned Iris as she was already visibly pregnant. We were just trying for a head count.
Usually if dogs are accidentally bred, you wait about 30 days and then check them for pregnancy. If they are pregnant, you can either abort the puppies, then spay whenever or spay immediately, and if they're not, you can spay them anytime. After they go out of heat they won't come back in for 5-7 months, so you pretty much have that amount of time before there is a risk of them becoming pregnant again.
It's not fun to spay a dog in heat, so that is avoided if at all possible.
In answer to your question, no, there is no specific rush on when to spay. It's not critical that it's done immediately.