The only downside with third party providers is that you have to trust that the provider have setup and configured it correctly, and is not secretly quantizing it.
See Kimi Vendor Verifier.
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Plenty of providers on that list aren't fly-by-nights and have easily proven themselves in past models. Jeremy Howard does demos on Fireworks.
A nice thing about open router is you can specify filters, like "US hosting without data retention"
Yes, something I read just before it was released suggested that, because of the unique features of the model, there was a back and forth of Hugging Face, Moonshot and providers like Together AI and Fireworks AI. This also explained why it took much less than a day for Together, Fireworks etc to appear. Whatever they are doing is what Moonshot wants, I think.