execute_many does not currently invoke executemany of the Postgres driver. I don't know why 😄 I have this in my code:

class ExecuteManyConnection(databases.core.Connection):
    """Connection with a better execute_many()."""

    async def execute_many(self,
                           query: Union[ClauseElement, str],
                           values: List[Mapping]) -> None:
        """Leverage executemany() if connected to PostgreSQL for better performance."""
        if not isinstance(self.raw_connection, asyncpg.Connection):
            return await super().execute_many(query, values)
        sql, args = self._compile(query, values)
        async with self._query_lock:
            await self.raw_connection.executemany(sql, args)

    def _compile(self, query: ClauseElement, values: List[Mapping]) -> Tuple[str, List[list]]:
        compiled = query.compile(dialect=self._backend._dialect)
        compiled_params = sorted(compiled.params.items())

        sql_mapping = {}
        param_mapping = {}
        for i, (key, _) in enumerate(compiled_params):
            sql_mapping[key] = "$" + str(i + 1)
            param_mapping[key] = i
        compiled_query = compiled.string % sql_mapping

        processors = compiled._bind_processors
        args = []
        for dikt in values:
            series = [None] * len(compiled_params)
            args.append(series)
            for key, val in dikt.items():
                series[param_mapping[key]] = processors[key](val) if key in processors else val

        return compiled_query, args

It seems to work fine in our production. If you PR this change, I'll happily merge it (I cannot merge my own PRs, and getting a review from another maintainer is almost impossible).

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