Spotify stops downloading(syncing) songs when the phone is locked

[endlessonex]

As you see from the title Spotify stops downloading songs while the phone is locked. I do not want to leave the phone on even if I knew how to stop the auto-locking of the phone. Is there any way to make it so Spotify will download while the phone is locked as long as there is a wi-fi signal? I have tried plugging it up and that doesn't work either.