Are there any specialists in exclusive breastfeeding here?

Are there any specialists in exclusive breastfeeding here? I'm interested in opinions. I'm for exclusive breastfeeding. The baby is only a couple of days old. I feed him and he has milk, but he doesn't absorb it. He goes straight to the toilet and cries and his tummy rumbles. I tried giving him formula, no reaction at all, he's happy and sleeps well. Should I continue breastfeeding under such conditions? I don't want to torture the baby, but if they say that breastfeeding is better then why does the baby suffer? I'm not on a diet but I'm not avoiding anything potentially heavy or allergenic.