did you give him a week or two to settle in before you tried handling/feeding him?
how much do you handle him?
are his husbandry needs met? ( tank size,substrate,hide,temp?)
is there any chance he might have mites?
is this your first ball/if not is this your first baby ball?
have you tried asf rats? ( asf rats are great to get a ball to come off of fasting)
do you know what the breeder was feeding him?
how many meals has he had before buying him?
if you can answer these questions it will be easier to come up with a solution.
once you figure out what is causing him stress and remove it from the equation then your ball will start to feed. also monitor his weight and make sure he doesn't loose too much. how much does he weigh now?