Bit more information could have been nice. Go to sleep how? What mice do you have now? What price range are you looking at?
If I have to recommend two that I have used myself (without issues):
Logitech performance MX
https://www.amazon.com/Logitech-Wireless-Performance-Mouse-Large/dp/B002HWRJBM
Microsoft sculpt touch (bluetooth mouse)
https://www.amazon.com/Microsoft-Sculpt-Bluetooth-Windows-Tablets/dp/B008OEHPPM
Do you have wireless adapter that you have connected to your computer? if so, that might go to sleep according to power saving settings.
If you have laptop, that is even more likely.
If you are connecting directly to laptop with bluetooth, said bluetooth adapter (inside laptop) might be going to power saving mode.
If using laptop:
Check if it happens when plugged in or just when running on battery and if you are running on power saving settings or not.
Edit: It is also possible that the mouse is simply low on battery, when did you recharge it last or changed batteries?
and if it is rechargeable only, it is possible that the battery inside the mouse is broken and can't hold charge.