If you are using the exchange instance with async coroutines, add exchange.close() to your code into a place when you're done with the exchange and don't need the exchange instance anymore (at the end of your async coroutine).") if sys.version_info >= (3, 5): async def __aenter__(self): self.open() return self async def __aexit__(self, exc_type, exc, tb): await self.close() def.