Obtener ultimo ID insertado en la db

INSERT INTO persons (lastname,firstname) VALUES ('Smith', 'John') RETURNING id

Ejeplo con Python

with psycopg2.connect(conn_string) as conn:
    with conn.cursor() as cur:
        cur.execute(
            "INSERT INTO persons(lastname, firstname) \
            VALUES(%s, %s) RETURNING id", (firstname, lastname))
        conn.commit()
        print(cur.fetchone()[0])