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You can't farm NEO. NEO distributes the asset of GAS. To produce GAS you have to hold NEO in a WALLET - not an exchange. You can buy GAS on Binance, Yobtc, and 19800. You can get NEO on to many exchanges to list... bittrex being among them.

Which wallet do you recommend?

Assuming you are on windows:

https://github.com/neo-project/neo-gui

Using the offline chain sync method for speed.

https://neo.org/client/chain.acc.zip