A thermostat may include one or more temperature sensors, a processor configured to operate in a sleep mode and a wake mode, and a Wi-Fi chip that wirelessly communicates with a thermostat management server. The Wi-Fi chip may be configured to receive data packets from the thermostat management server while the processor operates in the sleep mode, and determine a priority level of the received data packets. The priority level may include a standard priority level and a keep-alive priority level. The Wi-Fi chip may also be configured to filter the received data packets based on the determined priority level of each packet such that the keep-alive priority level packets are discarded, and forward the standard priority level packets to the processor.