Do you have any Montessori schools near you? My DD was like that, and I started to send her to Montessori at age 3 for half days. She just adored it, and begged to go full days. The great thing was that she could learn at her own pace- so she was optimally challenged all the time. Plus she got the social aspect of school that I couldn't do at home. I now send my 3-y.o. son to that same school, and although he isn't as driven as DD was, he enjoys it just as much (he is much more into mathematics and physical activity than DD was).
Having a mega-curious, high-energy child is exhausting - but I swear, they do mellow out (or at least learn to entertain themselves).