diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py
index de1310751..07ab4d3c6 100644
--- a/freqtrade/exchange/__init__.py
+++ b/freqtrade/exchange/__init__.py
@@ -1,6 +1,7 @@
 # pragma pylint: disable=W0603
 """ Cryptocurrency Exchanges support """
 import logging
+import inspect
 from random import randint
 from typing import List, Dict, Tuple, Any, Optional
 from datetime import datetime
@@ -87,6 +88,14 @@ class Exchange(object):
             # Check if timeframe is available
             self.validate_timeframes(config['ticker_interval'])
 
+    def __del__(self):
+        """
+        Destructor - clean up async stuff
+        """
+        logger.debug("Exchange object destroyed, closing async loop")
+        if self._api_async and inspect.iscoroutinefunction(self._api_async.close):
+            asyncio.get_event_loop().run_until_complete(self._api_async.close())
+
     def _init_ccxt(self, exchange_config: dict, ccxt_module=ccxt) -> ccxt.Exchange:
         """
         Initialize ccxt with given config and return valid
diff --git a/freqtrade/tests/exchange/test_exchange.py b/freqtrade/tests/exchange/test_exchange.py
index f6b6b105f..f379ee689 100644
--- a/freqtrade/tests/exchange/test_exchange.py
+++ b/freqtrade/tests/exchange/test_exchange.py
@@ -51,6 +51,12 @@ def test_init(default_conf, mocker, caplog):
     assert log_has('Instance is running with dry_run enabled', caplog.record_tuples)
 
 
+def test_destroy(default_conf, mocker, caplog):
+    caplog.set_level(logging.DEBUG)
+    get_patched_exchange(mocker, default_conf)
+    assert log_has('Exchange object destroyed, closing async loop', caplog.record_tuples)
+
+
 def test_init_exception(default_conf, mocker):
     default_conf['exchange']['name'] = 'wrong_exchange_name'