Grate the zest from the whole orange and set aside. Cut off any remaining pith from the orange. Cut the orange into chunks.
In a food processor, combine cranberries, orange chunks, orange zest, apple, and celery and process until finely chopped. Be careful not to process too long because mixture will become mushy.
Add the walnuts and pulse until chopped. Stir in the sugar and orange liqueur. Refrigerate until serving time.