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.
Not so sure, but is that not something that can easily be visible with the volume chart. Most of the time, when a big whale enters the market, you pretty much will see a huge volume spike on the volume indicator and that I believe is something that could be more reliable than order book but still does not mean that gives a straight ticket for a bull run based on the fact that market can be manipulated. At least, even for big markets, it has worked a lot, which is more like trying to tag along with the big moneys.