The in-plane London penetration depth, $Deltalambda(T)$, was measured using a tunnel diode resonator technique in single crystals of Ba$_{1-x}$K$_{x}$Fe$_{2}$As$_{2}$ with doping levels $x$ ranging from heavily underdoped, $x$=0.16 ($T_{c}$=7~K) to nearly optimally doped, $x$= 0.34 ($T_{c}=$39 K). Exponential saturation of $Deltalambda(T)$ in the $Tto0$ limit is found in optimally doped samples, with the superfluid density $rho_{s}(T)equiv(lambda(0)/lambda(T))^{2}$ quantitatively described by a self-consistent $gamma$-model with two nodeless isotropic superconducting gaps. As the doping level is decreased towards the extreme end of the superconducting dome at $x$=0.16, the low-temperature behavior of $Deltalambda(T)$ becomes non-exponential and best described by the power-law $Deltalambda(T)propto T^{2}$, characteristic of strongly anisotropic gaps. The change between the two regimes happens within the range of coexisting magnetic/nematic order and superconductivity, $x<0.25$, and is accompanied by a rapid rise in the absolute value of $Deltalambda(T)$ with underdoping. This effect, characteristic of the competition between superconductivity and other ordered states, is very similar to but of significantly smaller magnitude than what is observed in the electron-doped Ba(Fe$_{1-x}$Co$_{x}$)$_{2}$As$_{2}$ compounds. Our study suggests that the competition between superconductivity and magnetic/nematic order in hole-doped compounds is weaker than in electron-doped compounds, and that the anisotropy of the superconducting state in the underdoped iron pnictides is a consequence of the anisotropic changes in the pairing interaction and in the gap function promoted by both magnetic and nematic long-range order.
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