M.R.
Our baby did this for the first few weeks until we started overemphasizing night and day to attempt to get his circadian rhythms going. For example, when he would wake up in the morning we would open up all the curtains and turn on every light to simulate daytime as best as we could. During this wakeful period, we would play with him and stimulate him (but not enough to annoy or bother him), but keep him awake for no more than 2 hours. At the end of this 2 hour time period we would try to simulate a nap time - turn down the lights, turn off any music or tv and talk in quiet voices, and then try to get him to nap. It didn't matter to us if he were in his swing or a bouncy seat - as long as he got the chance to nap. When he woke, we started the process again - eat, then play, then awake for about 2 hours, then same naptime routine.
There's nothing wrong with starting him out sleeping at night in a swing or a vibrating bouncy seat for the first several weeks if he is having problems going to sleep. We still woke up with him every 4 hours or so, but once he hit 8 weeks we followed his lead and only got up to feed him when he asked for it.
You may also wish to check out the book Healthy Sleep Habits, Happy Child by Marc Weissbluth. Even if you're not a fan of CIO, the information on infant sleep patterns can be especially helpful if you're interested in knowing how much infants typically sleep and how to help them establish a good sleep pattern.
Our baby was a colicky mess the first 3 months, then it turned off like a switch. I thought I was doomed to live a life with an unhappy, miserable child but now at 1 he is so entirely pleasant and fun, so DON'T DESPAIR! Fortunately for us, the only thing he did well at that age was sleep!