Extending traces plotly dash

I think you need the state of the current figure and then add the traces to this figure.

@app.callback(Output('live-update-graph', 'figure'),
              Input('interval-component', 'n_intervals'),
              State('live-update-graph', 'figure'))
def do_something(n_intervals, current_figure):
current_figure.add_trace()
return changed_figure