There are several tools available that can help determine the price impact on an exchange's order book after selling or buying BTC. One popular tool is the "order book depth chart" which displays the buy and sell orders at different price levels. Additionally, several websites and trading platforms provide real-time data on an exchange's order book liquidity, including volume and price spread.
Regarding your question about possible impact on order book liquidity in the event of a whale sell or buy, it is difficult to predict with certainty. However, many factors can influence the price impact, including the size of the transaction, market sentiment, and liquidity of the market. It's essential to gather as much data as possible before making any trades or decisions.