Well, ok, they do sleep some, but not very much. The graph compares a surface-dwelling fish (black) with three related species of cave dwellers. On average the surface-dwelling fish sleep ten times as much as the cave fish. (This is from Empirical Zeal, which is a really great name for a scientific blog.)
This may lend support to the theory that animals sleep to keep them out of trouble during whichever half of the day-night cycle they perform poorly in. But note that we still do not know why animals sleep, only that most animals die without it.