Baby wants to be held at all times

Hello. I have a 3 week old baby and the past 3-4 days, he wants to be held all the time. Every time we put him to sleep in his bassinet, he cries a few mins later. Actually, he screams as if someone is chasing him. I have tried to swaddled him (he knows how to get himself out of it no matter how well or tight we do it)

One of my friends suggested to leave him crying for a few mins and then pick him up. I tried it once and it emotionally too much for for me. I was also suggested a swing but idk if I want to spend money on something he might not like 🤷🏻‍♀️

Anyone has used the swing and worked? I’m a first time mom and I’m confused as to what else I can do.