All creatures have to "sleep," or else they would die. When you sleep, your body has a chance to repair itself and it's characterized by different wave patterns generated by the brain. I think it's probably better to call it rest in fish though as their brains don't go through the same patterns as humans, or other many other animals. Many fish appear not to sleep because they lack eye lids, but they do go through a resting period. There are some sharks that rest while moving. If they were to stop moving, the water flow would stop, and they wouldn't be able to breath- so they actually swim and sleep at the same time.