I'm looking for tool that will be convert WMS to vector layer.
Are they ready tool?(for example in python)
It sounds like you are wanting to perform Raster To Vector Conversion and some software options for that are compared in Wikipedia. The preceding step will be to copy the WMS into a raster data format (crudest would be a screenshot) and the subsequent step will be to create a map layer from the output vector data format (shapefile in your case).