First steps for this are outlined here: https://medium.com/enzymefinance/building-a-trading-bot-on-enzyme-e002b6419b23

Yes, like you said: you can already connect a bot to the fund via the 'Delegate Trading' option. This means you can authorize (and de-authorize) any Ethereum address to trade on behalf of your fund. We wrote a blog post about this in the past (for v1 Melon), and we will update this for v2 (Enzyme).

Here is a link to the old post: https://medium.com/enzymefinance/building-a-melonbot-1cdea583fb88

There is actually an interesting feature via the Delegate Trading option:

ex: https://github.com/dhedge/dhedge-sdk/blob/master/DOCS.md