How to merge two internet connections into one?

Question

Computer networks

There are two Internet connections - Yota distributed from the phone via a USB cable or via Wi-Fi and a local WiMax operator. On an iota, the speed is many times higher and it costs less, but it will be difficult to play online games with it, because. Yota blocks Steam servers, and VPN greatly increases ping (from 90-100 to 200+). The local operator has a lower speed, but there are no problems with access to Steam either.
Question: How can I make sure that traffic from Steam goes to the local operator, and everything else goes to Iota?