Heatmap with Datetime Axis + Marginal plots

Hello! Is there a way for me to have a Heatmap with Datetime Axis as shown on Heatmaps | Python | Plotly together with a Marginal histogram displayed on the right side as shown on 2D Histograms | Python | Plotly (available as marginal_y="histogram")?

It is possible, apparently, but plotly.express.density_heatmap() works differently from plotly.graph_objects.Heatmap().

Whereas the following works:

fig = go.Figure(data=go.Heatmap(z=values, x=dates, y=names))

The following throws an error:

fig = px.density_heatmap(z=values, x=dates, y=names)
...
ValueError: All arguments should have the same length. The length of argument `y` is 630, whereas the length of  previously-processed arguments ['x'] is 1256