diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 617cd6c26..0e9a90548 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -147,6 +147,9 @@ class Exchange:
         """
         Destructor - clean up async stuff
         """
+        self.close()
+
+    def close(self):
         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())
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 9cc5f2059..155f1e69b 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -661,6 +661,7 @@ class Hyperopt:
         dump(preprocessed, self.data_pickle_file)
 
         # We don't need exchange instance anymore while running hyperopt
+        self.backtesting.exchange.close()
         self.backtesting.exchange._api = None  # type: ignore
         self.backtesting.exchange._api_async = None  # type: ignore
         # self.backtesting.exchange = None  # type: ignore