You can set your app to demand for fingerprint authentication after 1 minute, 30 minutes or every time you open the app. However, you will still be able to pick up your call on WhatsApp without having to unlock with your fingerprint. Locking apps like WhatsApp with your fingerprint is a feature that already comes with smartphones from Samsung, Xiaomi, and others. Also, some third-party apps can also do the trick just in case you are not a Beta user or the feature is not available for you. The feature might just get to the standard WhatsApp users soon enough as some of the features on the Beta version usually do.

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