Finely grate zest from oranges and one lemon. Put in glass jar and add vodka. Seal tightly and let steep for 3 days in cool, dark place. Shake jar once a day.
On day 3, strain into clean bowl. Whisk in remaining ingredients until mixture is clear. Funnel into clean bottle(s), seal tightly, and allow to mature for at least 1 week before using. Store at room temperature.
