2 week old still not sleeping more than 45 minutes at a time

Am I doing something wrong? We feed him, change him, burp him, white noise machine going, but he wakes up after like 45 mins every single time day or night. My wife is exhausted and honestly so am I. We're taking shifts at night which helps but I'm worried this isn't normal. Everyone keeps saying newborns sleep a lot but this little guy acts like he's got stuff to do. Is this just what the first few weeks are like or should we be concerned?