If you have your structure as json or xsd, you could create a mapping and let the modeler build all your entities and associations. But that would be a little dirty.
Yes there is such an app available in the AppStore:
Use this module to import data from existing databases into your Mendix application. You can define how to map each table, column and relation to your Mendix domain model. Complex mappings over multiple table joins are supported as well. The module can be configured using the client or using Java.
The module enables you to replicate the data from a MSSQL, PostgreSQL or Oracle database into your Mendix database. The module works similar to the Excel importer, uses the same code base (replication.jar) and provides similar functionality and stability.