Pionner DDJ-RX with RMX1000

I was looking for essentially the same information but for my DDJ-RZ.  Seems like there is no good way to use RMX with Rekordbox.  I'm stuck connecting my RMX-1000 to master out of DDJ, then out of RMX into my speaker...  Not ideal for recording... 

I really wish there was a way that my RMX could talk to Rekordbox over USB, that would be dope!

Sorry, the biggest problem with a device like the RMX when used with software would be the latency introduced by looping the audio signal from the computer to the DDJ, through the RMX, back to the computer, back to the DDJ, then out.