Nipples hurt

I pumped the week he was at the hospital be cause he was to small to latch. So I would pump about two or three oz. At three weeks I would pump and give him about 1 oz the rest formula. Now the he is one month old and he can latch I’m going to just breastfeeding him only. It’s hard it’s one first day and I’m tired. I know the pain will get better, I do 40 mins on each boob. He is latching correctly but my nipples hurt still. Since we started my concern is that he’s not sleeping enough so I can sleep myself.