Click on the "Exchanges" button in the top-bar menu or visit here.
By doing so, you will see your connected exchanges at the top of the page.
Click on the API key you would like to delete and click "EDIT KEYS" on the top right of the site.
The following modal will render.
By clicking on the "DELETE" button you will delete your API key and disconnect from your exchange.
IMPORTANT: Before deleting an API key, you need to stop all the active strategies that are trading with this API key.