djay allows you to record your mix live and save it as a high quality audio file.
How to record your mix
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Press the "Rec" button in the center of the main djay interface (above the turntables) to bring up the Record popover
Note: To show a recording in Finder CTRL-click on the selected recording. To change the audio quality used for the recording go to Preferences - Advanced - Recording. Depending on the audio quality, the recording will be saved as an AAC file or as an compressed or uncompressed AIFF file.