It sounds like you may not have given him enough time to settle into his new home. If he came from a breeder at a show, chances are he is use to being in a dark and secure tub that is much smaller than what he is in now.

Give him time to settle in and get hungry. Dont handle him for a week and then offer him a small FT rat which you have warmed very very warm with a hair dryer or hold it in front if a hot light bulb for a few minutes. Wiggle it a little in front if him too but not too much.