MARYKAY...AFTER your puppy gets used to your routines...and grows up and matures a little - this will calm down....
I love watching my girls play like that and remember the 2 am mornings - I loved them...but there were a few times I really just wanted to sleep.....NOW...My girls go to bed exactly when I do...they wake up when I wake up. It's all centered around MY routine but they weren't like that as puppies....ENJOY IT !! when they hit about 6 months things will really calm down - your other yorkie is just probably having fun with the new one....
I sure would love another puppy in the house and watching them play is better than tv

Give them time - I bet they end up being best friends...