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?
There is no such indicator that I know of. Some exchanges allow the orderbooks to be seen by other traders and directly take those orders if they wish to.
I believe you are asking this in the pretext of knowing when a big dump or a big pump is going to happen. Let me give you a straight answer on that as you cant. Whales are not like smallcap traders buying a couple of coins on the popular exchanges. They have their own networks for buying and selling that too mostly through mixers. They want as much anonymity as possible because if they go to exchanges they will face legal problems and KYC which is obviously a problem for a whale.