Pretty looking guy you have there, very cute.
Some individuals can be pretty active whilst others can be less so, I wouldn't be concerned that he's out and about. In the wild they are nocturnal but in an aquarium they can be active both during the day and night, although they do tend to be most active at night. It all depends on the individual how active they are during the day. Also they tend to swim around alot until they find a cave they are happy with. I'd say the fact that you can hand feed him means he's pretty happy. Also on a side note I'd use tweezers or a stick to feed him, just to avoid getting a nip.
You shouldn't feed everyday, a meal every couple of days is fine. They usually stop eating when they are full so don't leave food in the tank just give him what he'll take in one sitting. I've read to avoid feeding freshwater feeder fish, stick to marine food eg squid, whitebait, shrimp, crab etc etc basically anything meaty and keep it varied.
They are excellent escape artists and will take every opportunity to get out. Make sure your tank is well sealed, especially where any cords (eg heater or powerhead) leave the tank because they just love to follow these up and out of the tank.
