With the transition from LIBOR to SOFR, what is the market standard for building a Fed Funds curve? In the "old days", I believe that one would use Fed Funds futures for the front-end (i.e. 3-6 months or so), then use the Fed Funds / LIBOR basis swap for the longer-dated tenors. Is there a SOFR / Fed Funds basis swap that can be used to build the Fed Funds curve? If not, what's the best way to build the Fed Funds curve?
Note: I'm not referring to the OIS curve (which, by definition, is compounded). I'm referring to a curve that can be used to price non-compounded Fed Funds swaps.