Histogram2d, mapping z values

Hello there,

I am generating a correlation frame with several values in the form of column-index pairs. Given historically that I usually use go.Histogram2d, is there a way to achieve that with px.density_heatmap? Or is .Go the preferred method?

Visual graph, with z as the annot value:

trace1 = go.Histogram2d(
    x=frame1.columns,
    y=frame1.index,
    z=frame1.values,
    histfunc="avg",
    xbins=dict(size=1),
    colorscale=SCALE_3 )

go.Figure(data=[trace1])

With the vis:

Thank you!