Online visitor behaviors are often modeled as a large sparse matrix, where rows represent visitors and columns represent behavior. To discover customer segments with different hierarchies, marketers often need to cluster the data in different splits. Such analyses require the clustering algorithm to provide real-time responses on user parameter changes, which the current techniques cannot support. In this paper, we propose a real-time clustering algorithm, sparse density peaks, for large-scale sparse data. It first pre-processes the input points to compute annotations for cluster assignment. While the assignment is only a single scan of the points, a naive pre-processing requires measuring all pairwise distances, which incur a quadratic computation overhead and is infeasible for any moderately sized data. Thus, we propose a new approach based on MinHash and LSH that provides fast and accurate estimations. We also describe an efficient implementation on Spark that addresses data skew and memory usage. Our experiments show that our approach (1) provides a better approximation compared to a straightforward MinHash and LSH implementation in terms of accuracy on real datasets, (2) achieves a 20 $\times$ speedup in the end-to-end clustering pipeline, and (3) can maintain computations with a small memory. Finally, we present an interface to explore customer segments from millions of online visitor records in real-time.