When the DJ software audio setup menu lets you select 1 audio device while you wish to use 2 sound cards simultaneously, the solution in Mac OS is aggregating devices. The aggregate device is 1 virtual sound card aggregating 2 (or more) sound cards.
Here is an example to play - the mix on the Mac built-in sound card - the preview on the headphones output of the DJ controller Universal DJ - in Djuced 40 3.1.0, in Mac OS 10.10 (Yosemite).
1) Connect your DJ Controller to the Mac computer.
2) Set your 2 sound cards at the same sampling rate - In Mac OS top bar, go to Go > Utilities - Run Audio MIDI Setup - If you don't come directly to the Audio Devices menu, go to Window > Show Audio Devices - Select your DJ Controller, check its audio format, for example 44100 Hz with Hercules Universal DJ 
- Select Built-in Output, make sure the audio format is the same as in your DJ controller, 44100Hz (=44.1kHz)

3) Create an aggregate device - at the left bottom corner of the Audio Devices window, you have a + sign: click on it, and select "Create Aggregate Device"
 - You can let it called "Aggregate Device" or give to this device the name you want, for example " Aggregate - Computer & Universal" - In the list of audio devices included in the Aggregate device, check in the Use column the 2 audio devices "Built-in Output" and Hercules Universal DJ
 Leave Audio MIDI Setup.
4) Run Djuced 40 - Go to the Settings: click on the gear wheel on the right top corner
 - you reach the audio settings menu in Audio Device, select the name of your aggregate device in Master field, select Output 1&2 in the headphones field, select Output 5&6

Click on OK. In Djuced 40, you now play - the mix on your computer built-in sound card, - the preview in the headphones output of your Universal DJ.
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