Px4 and external compass

Hi everyone.

After reviewing my flight log (and also mentioned by some people out here) I have noticed that my magnetometer is influenced by current a lot. I tried moving FC from batteries but it is still happening.

I am wondering if somehow I can switch to a compass which is located in my GPS. This one https://shop.holybro.com/pixhawk-4-gps-module_p1094.html