diff --git a/freqtrade/util/__init__.py b/freqtrade/util/__init__.py
index f7e63d9d3..b85b36ffb 100644
--- a/freqtrade/util/__init__.py
+++ b/freqtrade/util/__init__.py
@@ -3,6 +3,7 @@ from freqtrade.util.datetime_helpers import (dt_floor_day, dt_from_ts, dt_humani
                                              format_ms_time, shorten_date)
 from freqtrade.util.formatters import decimals_per_coin, fmt_coin, round_value
 from freqtrade.util.ft_precise import FtPrecise
+from freqtrade.util.measure_time import MeasureTime
 from freqtrade.util.periodic_cache import PeriodicCache
 from freqtrade.util.template_renderer import render_template, render_template_with_fallback  # noqa
 
@@ -24,4 +25,5 @@ __all__ = [
     'decimals_per_coin',
     'round_value',
     'fmt_coin',
+    'MeasureTime',
 ]
diff --git a/freqtrade/util/measure_time.py b/freqtrade/util/measure_time.py
new file mode 100644
index 000000000..beb43c27e
--- /dev/null
+++ b/freqtrade/util/measure_time.py
@@ -0,0 +1,42 @@
+import logging
+import time
+from typing import Callable
+
+from cachetools import TTLCache
+
+
+logger = logging.getLogger(__name__)
+
+
+class MeasureTime:
+    """
+    Measure the time of a block of code and call a callback if the time limit is exceeded.
+
+    """
+    def __init__(self, callback: Callable[[int, int], None], time_limit: int, ttl: int = 3600 * 4):
+        """
+        :param callback: The callback to call if the time limit is exceeded.
+            This callback will be called once every "ttl" seconds,
+            with the parameters "duration" (in seconds) and
+            "time limit" - representing the passed in time limit.
+        :param time_limit: The time limit in seconds.
+        :param ttl: The time to live of the cache in seconds.
+        """
+        self._callback = callback
+        self._time_limit = time_limit
+        self.__cache = TTLCache(maxsize=1, ttl=ttl)
+
+    def __enter__(self):
+        self._start = time.time()
+
+    def __exit__(self, *args):
+        end = time.time()
+        if self.__cache.get('value'):
+            return
+        duration = end - self._start
+
+        if duration < self._time_limit:
+            return
+        self._callback(duration, self._time_limit)
+
+        self.__cache['value'] = True