How to produce a scatter alike plot using Matplotlib without using SNS or other packages?

Figure 1

Here are several issues we need to consider and corresponding solutions (later): Setup the axes (there are 3 ax object here) positions; Control the tick range and label; Fix the overlap at intersection origin; Choose a good color map for density plot; Choose the counter alike density plot; Setup KDE plot with shade; Hide KDE plot tick label; Set up KDE plot grid; Set up KDE plot tick intervals; Set up a vertical KDE plot; Compatibility between density plot and KDE plot tick intervals. This plot is inspired by sns.jointplot and

Thank you.