Heat the oven to 180°C/gas mark 4. Lightly oil the tin and line the base and short sides with a strip of greaseproof paper. Lightly oil the paper.
Finely grate the zest of both oranges and set aside.
In a medium bowl, cream the butter and sugar together using an electric whisk or wooden spoon until pale, light and fluffy.
Break the eggs into a small bowl and beat lightly, using a fork, until broken up. Gradually add the egg to the creamed mixture, in several additions, beating well after each addition.
Sift over the flour and fold it in, using a metal spoon or a spatula. If necessary, fold in enough water or milk to give a dropping consistency.
Divide the mixture between two bowls and sift the cocoa powder into the first, mixing it through evenly. Stir the vanilla and orange zest into the second mixture.
Spoon some of each flavoured mixture into the bottom of the tin, layering them alternately. Once all the mixture is in the tin, use the handle of a teaspoon to make two or three swirls through the mixture, to create the marbling effect.
Bake in the oven for 50–60 minutes until a skewer inserted into the centre comes out clean.
Remove from the oven and leave the cake to cool in the tin for 10 minutes before removing to a wire rack. Remove the lining paper and leave to cool completely.