I am not aware of any callback as you say, but, of course, from your calling application you can get the last inserted identifier if you did not specify it, and db generated an auto-increment value. Other values you need to know because you inserted them.
if you need to know these values on the database server, you may have an SQL trigger that runs each time you insert, so you can do more processing in the newly inserted record, for example, write something in another table, etc. ..
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