It is common for them to want to be carried all the time and even for sleeping during the first few months. They will get better. My gal practically live on my chest for the first three months and i don't even direct latch. They need the bonding and the security. You must be very tired but hang in there. Put the baby down only after about 15-20mins after they fall asleep in your arms as they need that long to get into a deep sleep. You can also try baby wearing him in the day so that you can do other things
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