You set the environment variable ANTHROPIC_BASE_URL to an OpenAI-compatible endpoint and ANTHROPIC_AUTH_TOKEN to the API token for the service.
I used Kimi-K2 on Moonshot [1] with Claude Code with no issues.
There's also Claude Code Router and similar apps for routing CC to a bunch of different models [2].
[1]: https://platform.moonshot.ai/
[2]: https://github.com/musistudio/claude-code-router
Update: Here is what o3 thinks about this topic: https://chatgpt.com/share/688030a9-8700-800b-8104-cca4cb1d0f...