class MyClient
{
protected:
  tcp::socket m_socket;
  task<void> m_ConnectTask;

public:
  bool Open()
  {
    ....
    m_ConnectTask = m_socket.async_connect( m_endpoint, boost::bind( &MyClient::HandleConnect, this, _1 ) );
  }

  void Close()
  {
    m_socket.close();
    m_ConnectTask.wait(); //blocks if there is incomplete async op, non blocking if there is no associated async op
  }

protected:
  void HandleConnect(  const boost::system::error_code& err )
  {
    //do something
  }

}

int main()
{
  ...
  MyClient *client = new MyClient();
  client->Open();
  client->Close();
  delete client;
  ...
}

class MyClient : public boost::enable_shared_from_this<MyClient>
{
protected:
  tcp::socket m_socket;
  IDataProcessor* m_dataProcessor;

public:
  bool Open( IDataProcessor* processor )
  {
    ....
    m_socket.async_connect( m_endpoint, boost::bind( &MyClient::HandleConnect, shared_from_this(), _1 ) );
  }

  void Close()
  {
    m_socket.close()
    m_dataProcessor->ProcessDisconnect();
    m_processor = nullptr;
  }

protected:
  void HandleConnect(  const boost::system::error_code& err )
  {
    ...
    m_dataProcessor->ProcessConnect();
    m_socket.async_receive( m_buffert, boost::bind( &MyClient::HandleRead, shared_from_this(), _1 ) );
  }

  void HandleRead( const boost::system::error_code& err, size_t readed )
  {
    if( err == error::operation_aborted )    
    return;    

    ...    //Когда мы были где-то тут, был вызван Close() -> m_socket.close()

    m_dataProcessor->ProcessData( m_buffer, readed );

    ...

    m_socket.async_receive( m_buffert, boost::bind( &MyClient::HandleRead, shared_from_this(), _1 ) );
  }

}

F>class MyClient
F>{
F>protected:
F>  tcp::socket m_socket;

F>public:
F>  bool Open()
F>  {
F>    ....
F>    m_socket.async_connect( m_endpoint, boost::bind( &MyClient::HandleConnect, this, _1 ) );
F>  }

F>  void Close()
F>  {
F>    m_socket.close()
F>  }

F>protected:
F>  void HandleConnect(  const boost::system::error_code& err )
F>  {
F>    //do somthing
F>  }

F>}

F>int main()
F>{
F>  ...
F>  MyClient *client = new MyClient();
F>  client->Open();
F>  client->Close();   //<<---- Тут ASIO запланирует вызов HandleConnect со значением error::operation_aborted.
F>  delete client;     //<<---- А сам вызов HandleConnect может быть уже после удаления client.
F>  ...
F>}
F>

MyClient *client = new MyClient();
...
delete client;