This is the way lexers work.
The regular expressions are converted into a single non deterministic automata (NFA) and possibily transformed in a deterministic automata (DFA).
The resulting automaton will try to match all the regular expressions at once and will succeed on one of them.
There are many tools that can help you here, they are called “lexer generator” and there are solutions that work with most of the languages.
You don’t say which language are you using. For C programmers I would suggest to have a look at the re2c tool. Of course the traditional (f)lex is always an option.