It is possible for some people to sleep with their eyes open, but mostly people can only do it with their eyes half open. It is also important to know that it isn't really sleep, more like half sleep or half deep meditation. To do it, you need to be very focused on an object. The key is not thinking, and to let your consciousness flow naturally. Stay in one position, and don't move, fidget. Lastly, it takes a large amount of practice to do this if your body doesn't naturally do it. It is also important to know that sleeping with your eyes open can cause serious damage to your eyes.