The quick young striker joins the Hammers on a four-year contract and is looking to quickly establish himself in the Hammers starting line-up.
Speaking on the official site Baldock admitted it was a dream come true to join West Ham.
“I am pleased to be here,” he said. I am just excited to be coming to such a great club, caked in so much history. I just want to hit the ground running.
“It is a massive club, isn’t it? You just have to turn up at the stadium and your head is looking up straight away. The area, the fans are so passionate. I want to show what I can do for them and hopefully everyone will be proud of me.”