Federated learning is a new framework that protects data privacy and allows multiple devices to cooperate in training machine learning models. Previous studies have proposed multiple approaches to eliminate the challenges posed by non-iid data and inter-domain heterogeneity issues. However, they ignore the \textbf{spatio-temporal} heterogeneity formed by different data distributions of increasing task data in the intra-domain. Moreover, the global data is generally a long-tailed distribution rather than assuming the global data is balanced in practical applications. To tackle the \textbf{spatio-temporal} dilemma, we propose a novel setting named \textbf{Spatio-Temporal Heterogeneity} Federated Learning (STHFL). Specially, the Global-Local Dynamic Prototype (GLDP) framework is designed for STHFL. In GLDP, the model in each client contains personalized layers which can dynamically adapt to different data distributions. For long-tailed data distribution, global prototypes are served as complementary knowledge for the training on classes with few samples in clients without leaking privacy. As tasks increase in clients, the knowledge of local prototypes generated in previous tasks guides for training in the current task to solve catastrophic forgetting. Meanwhile, the global-local prototypes are updated through the moving average method after training local prototypes in clients. Finally, we evaluate the effectiveness of GLDP, which achieves remarkable results compared to state-of-the-art methods in STHFL scenarios.