These two words have a similar meaning, but are different grammatically. 'Whole' is an ordinary adjective, and it fits into a phrase in the same way as any other adjective. It goes between the article ( a/the ) or another determiner ( like my, your, this, that) and the noun. 'Whole' comes before singular countable nouns. 'Whole can be used with definite nouns (the) and indefinite nouns (a). For example: 'a whole orange' 'the whole class' 'my whole family'. Synonyms of 'whole' are 'entire' and 'complete'. 'All' works differently. 'All' goes before words like 'the' 'my,' this', and so on. 'All' isn't used with indefinite nouns ( a/an ). 'All' can be used with definite plural and uncountable nouns, as well as singular ones. For example: All that orange All the class All my family but also: All that water All the money All those people All your books There are also some fixed phrases like 'all day' and 'all week' which mean the same as 'the whole day' and 'the whole week'.

They are for the most part interchangeable. If you were at a party, and they had a pile of sandwiches, you could say "I ate a whole sandwich",(just one) or, "I ate all the sandwiches". You could also say I ate the whole plate of sandwiches. usually "whole", is when you are talking about one thing, and "all" is about every piece.

The other answers are correct of course but perhaps you could think of it this way. 'Whole' can refer to an entire group of parts. "He ate the whole chocolate bar", as opposed to "he ate half of the chocolate bar" 'All' can refer to the entire group of similar or dissimilar objects "He ate all of the chocolate bars" or "all of the people on the bus were going downtown" Note that is this case 'whole' is not interchangeable with 'all' and is also used to describe more than one (bars)