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?
I would use API of your desired exchanges and developed such a tool on my own if I were you. Although it may sound simple (make connection to an exchange, scan volume of buying and selling orders every 10 second, compare current volume with previous volume, if increased by x % - trigger an action), you will have to do lots of tweaking and probably some trial/error experience.