use colorbar as legend element pyplot code example
Example: marker wise legend matplotlib
from matplotlib.lines import Line2D
custom_lines = [Line2D([0], [0], color=cmap(0.), lw=4),
Line2D([0], [0], color=cmap(.5), lw=4),
Line2D([0], [0], color=cmap(1.), lw=4)]
fig, ax = plt.subplots()
lines = ax.plot(data)
ax.legend(custom_lines, ['Cold', 'Medium', 'Hot'])