Is some possibility to create one robot that can connect to any platform (without rewriting it), or different API? May be you know such approach or interesting in creating it?
Simple software. Just write an API that connects to all the broker API's and you are all set. You will see my consulting bill for $20 trillion in your inbox.
Write to FIX protocol. Most brokers offer automated traders FIX, if they target those client. These all offer FIX: Lightspeed Gateway: https://www.lightspeed.com/automated-trading/ STERLING TRADING TECH FIX API: https://www.sterlingtradingtech.com...tform-features/sterling-trading-tech-fix-api/ RealTick Platform: https://www.lightspeed.com/trading-platforms/realtick-pro-and-express/realtick-platform-features/ https://emsportal.ezesoft.com/download.aspx?sidenav=rtapi
A lot of brokers support FIX. Unfortunately it can be an extra charge or commission minimums ($500 on IB for example). It's the closest thing there is to a universal protocol and since it is a protocol rather than an API, it is language and platform agnostic.
...and very complex to non-trivial to configure to each broker's own message standards. That is where FIX has gone overboard and kind of lost its shine. FIX standards are only on paper and theoretical. In reality FIX connections can be closed at will by brokers as soon as a tag is populated which a broker or data feed provider does not want to see populated even if it is shown as a mandatory tag in the official FIX documentation. There is a reason banks, hedge funds, buy side firms, analytic companies, Reuters, Bloomberg,... hire very specialized FIX developers and engineers to get this right. It is not as straight forward as it should be. In comparison working with APIs is a breeze. I dislike FIX but am forced to use it.