Оберни все поля одинарными кавычками и добавить их в функцию concat()( в одну) war.address AS pickup_address, war.geo_id AS pickup_geo_id, fias_id AS consumer_fias_id postgresql

SELECT  concat(
        '{',
        '"address":"',
        address,
        '",',
        '"geo_id":"',
        geo_id,
        '",',
        '"fias_id":"',
        fias_id,
        '"}'
        )
FROM warehouse_addresses ORDER BY address;