Rinse rhubarb, peel, cut off ends and cut into small pieces. Finely grate orange zest and then peel oranges.
Separate orange sections, squeeze juice into a saucepan and boil with orange zest, orange segments, rhubarb, wine and liqueur. Simmer for about 5 minutes or until rhubarb is soft.
Add sugar and stir about 4 minutes, stirring while mixture bubbles. Pour into prepared jars. Cool and seal.