As crowned an S-tier fidget toy by DougDoug, I made a version in OpenSCAD with built-in supports!

This model was made after I was not satisfied with how other infinity cubes on Printables take a long time to feel smooth. This is due to multiple connectors needing to print mid-air. The existing models I could find rely on you grinding the connectors smooth by using it. I made custom supports that are built into the model which allow these to bridge instead of print mid-air.
 

To remove the side supports:

With some filament types, you can snap these right off, you should start from the bottom (relative to the print bed).

To remove the supports inside the cube:

Relative to how the cube printed on the bed, fold the outer two cube pairs (along the X axis) inside to the bottom of the cube, then fold the cube outwards (along the Y axis). This will require a little bit of force, but should result in immediate smooth operation after the snap.

Please ensure the connectors are not fusing to the walls before printing this! 

You will likely need to print this at 0.20mm layer height and you may need to update your extrusion widths if the connectors are fused to walls of the cubes. Please ensure your bridging speed is not too high and bridges are being properly cooled.
A test file is included which you can use to test your tolerances, but you should still inspect the slicer output preview before printing the full-size version!