Is there a way that I can know if some whale has just place a large order in any exchange in the world without a need to check all them every time, is there any indicator?
Just look at the order list. You can see the number of orders, quantity of tokens and the price they would want to bid or ask. If you can see a bigger one, you can determine that it is a whale or not. Imagine, if there is a seller of bitcoin, it has 10 BTC and above. It is a whale if it has large amount of dollars or tokens in order.