If you plan on running an Auto DJ on your radio server then when you want to play live you will have to turn off the Auto DJ server and then on again when you have finished.
Icecast Servers
Pro's :
Icecast has mountpoints meaning and automatically transferes listeners from the Auto DJ to the Live stream and back again without needing to manually turn anything on or off. So you connect and all the listeners are transfered from the autodj to the live stream and then back again when you are finished.