Could you say please if it is possible to write directly to Thanos (without Prometheus) f.e. by means of REST API? Can't find any example.
Thanos provides receiver for this, but I'm unsure whether it is production ready and whether it supports REST API.
I'd recommend taking a look at other long-term storage solutions for Prometheus such as VictoriaMetrics, Cortex or M3DB. They support REST API for data ingestion.
For example, VictoriaMetrics accepts data via multiple popular ingestion protocols such as Influx line protocol, Graphite plaintext protocol, OpenTSDB protocol and arbitrary CSV. See these docs for more details.