Can de0-nano work with high speed ADC (such as AD9283)?

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Can I use FIFO (from megawizard) with a clock of 20 MSPS? If yes, then I would gather ADC's data in a sample rate I need. However, once the data is in FIFO, Can I read the data in a lower rate? For example, at a 1 MSPS?

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Yes, 20MSPS writing and 1MSPS reading is no problem, assuming you keep your FIFO deep enough to not overflow. For starters, I'd set the FIFO deep enough to fully contain your entire sampling window. You can work to shrink it (if needed) after you get things basically working.