From that picture I can't be certain that's a Hexabranchus spp.
Hexabranchus sanguineus are specific sponge preditors. Without the species of sponge that the animal preys on it will in very short order starve to death.
They should not be collected or purchased.
Also, on a related note. I believe spanish dancers injest the nemocysts of their prey and they coat themselves, making them a lot less appitizing. However, in an enclosed environment they tend to cover their surroundings with the nemocysts and kill the fish.