I originally intended to make it a comment to Tometzky's answer, but well, I have a lot to say here... Regarding the case where you don't call psycopg2.connect directly, but use third-party software.
tl;dr
Set unix_socket_directories in postgresql.conf to /var/run/postgresql, /tmp, and restart PostgreSQL.
intro
I tried PostgreSQL 9.2 (CentOS 7) and 9.5 (Ubuntu Xenial) from distro repos, PostgreSQL 9.3, 9.4, 9.5, 9.6, 10 on CentOS 7 from PostgreSQL repo, PostgreSQL 9.6, 10 on Ubuntu Xenial from PostgreSQL repo. Among them only 9.3 listens to only /tmp:
$ systemctl stop postgresql-9.4 && systemctl start postgresql-9.3
$ lsof -aUp $(ps --ppid 1 -o pid= -o comm= | awk '$2 == "postgres" || $2 == "postmaster" {print $1}')
COMMAND    PID     USER   FD   TYPE             DEVICE SIZE/OFF    NODE NAME
postgres 25455 postgres    4u  unix 0xffff9acb23bc5000      0t0 6813995 /tmp/.s.PGSQL.5432
$ systemctl stop postgresql-9.3 && systemctl start postgresql-9.4
$ lsof -aUp $(ps --ppid 1 -o pid= -o comm= | awk '$2 == "postgres" || $2 == "postmaster" {print $1}')
COMMAND    PID     USER   FD   TYPE             DEVICE SIZE/OFF    NODE NAME
postgres 26663 postgres    4u  unix 0xffff9ac8c5474c00      0t0 7086508 /var/run/postgresql/.s.PGSQL.5432
postgres 26663 postgres    5u  unix 0xffff9ac8c5477c00      0t0 7086510 /tmp/.s.PGSQL.5432
python-psycopg2
That's not a big deal with psql, just a matter of running the matching binary. But if you, for instance, have python-psycopg2 installed from CentOS's base or update repo. It links dynamically to libpq that OS provides. With 9.3 and 9.4 installed OS provides 9.4's version:
$ alternatives --display pgsql-ld-conf
pgsql-ld-conf - status is auto.
 link currently points to /usr/pgsql-10/share/postgresql-9.4-libs.conf
/usr/pgsql-9.3/share/postgresql-9.3-libs.conf - priority 930
/usr/pgsql-9.4/share/postgresql-9.4-libs.conf - priority 940
Current `best' version is /usr/pgsql-9.4/share/postgresql-9.4-libs.conf.
$ ls -l /etc/ld.so.conf.d
lrwxrwxrwx 1 root root 31 Feb  7 02:25 postgresql-pgdg-libs.conf -> /etc/alternatives/pgsql-ld-conf
$ ls -l /etc/alternatives/pgsql-ld-conf
lrwxrwxrwx 1 root root 43 Feb  7 02:25 /etc/alternatives/pgsql-ld-conf -> /usr/pgsql-9.4/share/postgresql-9.4-libs.conf
$ cat /usr/pgsql-9.4/share/postgresql-9.4-libs.conf
/usr/pgsql-9.4/lib/
But libpq that comes with PostgreSQL 9.4 looks for socket in /var/run/postgresql as opposed to 9.3:
$ strings /usr/pgsql-9.3/lib/libpq.so.5 | egrep '/(tmp|var)'
/tmp
$ strings /usr/pgsql-9.4/lib/libpq.so.5 | egrep '/(tmp|var)'
/var/run/postgresql
The solution comes from postinstall scripts of corresponding packages:
$ yum reinstall --downloadonly postgresql94-libs
$ rpm -qp /var/cache/yum/x86_64/7/pgdg94/packages/postgresql94-libs-9.4.15-1PGDG.rhel7.x86_64.rpm --scripts
postinstall scriptlet (using /bin/sh):
/usr/sbin/update-alternatives --install /etc/ld.so.conf.d/postgresql-pgdg-libs.conf   pgsql-ld-conf        /usr/pgsql-9.4/share/postgresql-9.4-libs.conf 940
/sbin/ldconfig                                                                                 
# Drop alternatives entries for common binaries and man files                                  
postuninstall scriptlet (using /bin/sh):                                                       
if [ "$1" -eq 0 ]
  then
    /usr/sbin/update-alternatives --remove pgsql-ld-conf /usr/pgsql-9.4/share/postgresql-9.4-libs.conf
    /sbin/ldconfig                                                                             
fi
Temporarily remove 9.4's alternative:
$ alternatives --remove pgsql-ld-conf /usr/pgsql-9.4/share/postgresql-9.4-libs.conf
$ ldconfig
When finished either reinstall postgresql94-libs, or add the alternative back:
$ alternatives --install /etc/ld.so.conf.d/postgresql-pgdg-libs.conf pgsql-ld-conf /usr/pgsql-9.4/share/postgresql-9.4-libs.conf 940
$ ldconfig
pip
If you install psycopg2 with pip on the other hand, it by default installs precompiled package which comes with its own libpq, which looks for socket in /var/run/postgresql:
$ python3.5 -m venv 1
$ . ./1/bin/activate
(1) $ pip install psycopg2
(1) $ python
>>> import psycopg2
>>>Ctrl-Z
[1]+  Stopped                 python
(1) $ pgrep python
26311
(1) $ grep libpq /proc/26311/maps | head -n 1
7f100b8cb000-7f100b90e000 r-xp 00000000 08:04 112980                     /home/yuri/1/lib/python3.5/site-packages/psycopg2/.libs/libpq-909a53d8.so.5.10
(1) $ strings /home/yuri/1/lib/python3.5/site-packages/psycopg2/.libs/libpq-909a53d8.so.5.10 | egrep '/(tmp|var)'
/var/run
/var/run/postgresql
The solution is to ask pip to not install precompiled package, and make pg_config of the proper version of PostgreSQL available:
$ PATH=/usr/pgsql-9.3/lib:$PATH pip install --no-binary psycopg2 psycopg2
You can even add --no-binary switch to requirements.txt:
psycopg2==2.7.3.2 --no-binary psycopg2
unix_socket_directories
The easier option though is to make use of unix_socket_directories option: