Execute when connection closed.

def on_close(self) -> None:
        """Execute when connection closed."""
        logger.info('WebSocket CLOSED')
        if self in connections:
            # Remove this connection from connection-list
            connections.remove(self)
        # close if auto_shutdown is enabled and there is no more connection
        if config.auto_shutdown and not is_connected():
            asyncio.ensure_future(self.terminate())