Hello,
Thanks for your great work.
Is it possible to build a new portable device to use on a laptop or PC directly,
Something like a USB WiFi dongle with RouterOS installed on it...
That RB connects to the WiFi as a client and the PC use it as a LAN interface,
It will be very useful for always-on VPN for example.

Some use the very small mAP lite to do this.
https://mikrotik.com/product/RBmAPL-2nD
You can power it from a USB port on your laptop.

The problem is I can't use it in both AP and Client mode.
I want it connects to the internet through a wireless network and the Laptop or PC use it through USB.

A. Do not quote preceding post ... no need ... follow the link in my signature

B. You connect your computer to mAP lite not with USB but with LAN ... it is the only difference from your requirement

C. There is "bigger" device https://mikrotik.com/product/RBmAP2nD#fndtn-gallery if you need ethernet connection

Laptops don't have an ethernet port anymore...
and you need to connect eth port and power, not good portable.

About laptops without ethernet, there's simple solution, don't buy such crippled devices. If you already made that mistake, then suffer. It's the equivalent of touching hot stove, it's an important life lesson. I know it's not helpful, but I couldn't resist. Don't take it dead serious. :)

But not all is lost. There are usb to ethernet adapters, and RBs that should work with usb power exist too. Connect them together and you have working solution. Not exactly elegant one, but possible. And yes, I do believe that if MikroTik made it into one integrated product, it could actually be an interesting device.

Here's a new ethernet adapter from Maxxwave that might work
https://www.balticnetworks.com/manufact ... et-adapter

Clever, but probably not something that OP or users with similar requirements would appreciate that much, it's still two devices and extra cable.

The problem is I can't use it in both AP and Client mode.

.
Actually you can use the wireless interface as client and AP at the same time. You add a virtual wireless interface to the physical (master interface).
viewtopic.php?t=138183
FF to about 14:30 for the mAP lite.
https://youtu.be/gtWYm4Or1Zc