As Paul Moir stated, 16 AWG wire will be quite satisfactory (as long it isn’t that crappy copper plated aluminum stuff that seems to be so prevalent lately). Since it basically is single conductor in free air circulated by two fans, and it is short length, the wires will easily carry the rated current of the power supply.
I personally used 14 AWG in my DPS5015 power supply because I had it on hand and know it is real copper. Also I didn’t solder any of the larger wires to the fan board or the switch, but used crimp connectors. Soldering large wires to that little board didn’t appeal to me and the solder creeps up the stranded wire stiffening it.
Pictures enclosed are from a DPS3012, but the wiring is similar. I used one nut behind the board so the connection wouldn’t loosen if the plastic of the binding post insulation started to compress and I used some internal tooth lock washers.