Preheat oven to 350 degrees. In a large bowl, combine the cake mix, oranges with juice, eggs and oil. Pour batter into 2 (9 inch) cake pans. Bake for 20-25 minutes. Cool.
Mix pudding, Cool Whip and 1 can pineapple for 4-5 minutes. Slice layers in two with a piece of sewing thread. Spread a layer of pineapple, and then icing. Continue until icing has been spread between ALL layers, top and sides of cake.