Such device doesn't use any of the USB data functions. It uses only the power which is given by the USB port (if interested, you can see details of a USB plug here).
As such, there is nothing else to do with the peripheral itself, or eventual drivers, as it is only a simple "plug to current" situation.
What would be to check, however, would be why your Mac still provides power on USB, while sleeping.
According to what I read on this forum, it is normal for "Desktop" ones to do that, to be awaken by the keyboard, typically. For a Macbook, however, I don't know.
My knowledge in Macs is quite limited, so I can't really provide more than this small explanation. I searched several places, but there doesn't seem to be a known way to turn this USB power off, while sleeping. I hope that someone else will be able to find more about it.