Arbitrary waveform generation has been widely used in optical communication, radar system and many other applications. We propose and experimentally demonstrate a silicon-on-insulator (SOI) on chip optical arbitrary waveform generator, which is based on Taylor synthesis method. In our scheme, a Gaussian pulse is launched to some cascaded microrings to obtain first-, second-and third-order differentiations. By controlling amplitude and phase of the initial pulse and successive differentiations, we can realize an arbitrary waveform generator according to Taylor expansion. We obtain several typical waveforms such as square waveform, triangular waveform, flat-top waveform, sawtooth waveform, Gaussian waveform and so on. Unlike other schemes based on Fourier synthesis or frequency-to-time mapping, our scheme is based on Taylor synthesis method. Our scheme does not require any spectral disperser or large dispersion, which are difficult to fabricate on chip. Our scheme is compact and capable for integration with electronics.