In some cases `asyncio.wait_for` can lead to socket leak.

Condensed example:

```python
async def _create_connection(timeout=60, ssl_obj):
    loop = asyncio.get_event_loop()
    connector = loop.create_connection(MyEchoClientProtocol, '127.0.0.1', 5000, ssl=ssl_obj)
    connector = asyncio.ensure_future(connector)
    tr, pr = await asyncio.wait_for(connector, timeout=timeout, loop=loop)
    return tr, pr

async def main():
    ...
    res = await asyncio.wait_for(_acquire_impl(), timeout=timeout, loop=loop)

```

If my understanding is correct `wait_for` should work in exactly 2 ways

1. the inner task is completed and the outer task will receive the result – transport and protocol in this case
2. The inner task is cancelled and no connection was established

I provided source code for client and server so the problem can be easily reproduced on your system.

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I found out that if I catch `CancelledError` and add a `done_callback` to the inner task, like so:

```python
    try:
        tr, pr = await asyncio.wait_for(connector, timeout=timeout, loop=loop)
        return tr, pr
    except asyncio.CancelledError as e:
        connector.add_done_callback(_done_callback)
        raise e
```
then inside of `_done_callback` I can access the transport and protocol object and close the transport manually to prevent leaking.


I run `netstat -a | grep 5000 | grep ESTAB | awk '{ print $5 }' | sort | uniq -c | grep 5000` after the script is done and there are many unclosed connections.

The output depends on your hardware so you might need to tweak the timeout parameter