How to start application automatically when bluetooth device is connected?
For such automation purposes, you can use any one of the following-


IFTTT (if this happens then do this)
Automate 
Tasker (paid app)


Takser is somewhat difficult to use and paid app so I will recommend you to use IFTTT or Automate. 
IFTTT has supports for a variety of products such as Phillips Hue lights etc. But Automate is the easiest to use for your purpose.