Newborn won't sleep more than 30 minutes at a time

Our daughter is 3 weeks old and I feel like we're doing something wrong. Every time we put her down she sleeps for maybe 30 minutes then wakes up hungry or crying. We're trying to follow the guides online but nothing seems to work. Is this normal or should we be worried? My wife is exhausted and honestly so am I. We're both running on like 4 hours of sleep a night spread across the whole day.