How to show labels or legend for different category groups in px.density_mapbox

Hi there,
I wish to show different categories/groups in density_mapbox. In the official example here:

In the dataset, we have date, lat, lon and magnitude, but say if we have another column called “Category” and the values only contain like “A”, “B” and “C” for each row, is that possible we show it in the graph?

Here is the official example code:

import pandas as pd
df = pd.read_csv('https://raw.githubusercontent.com/plotly/datasets/master/earthquakes-23k.csv')

import plotly.express as px
fig = px.density_mapbox(df, lat='Latitude', lon='Longitude', z='Magnitude', radius=10,
                        center=dict(lat=0, lon=180), zoom=0,
                        mapbox_style="stamen-terrain")
fig.show()

thanks