I used 2awg cable which is similar to the cables from your car battery to the starter motor. It's really expensive so shop around - I got mine on ebay . Its also hard to solder or crimp if you don't have the tools. You might be able to buy pre made starter cables (or welding cables) for a higher price. You also might be ok with 2 runs of 4awg?
A good idea is once you have connected them up is to shift the caravan negative (that feeds all the caravan stuff) to the second battery - so the caravan positive comes off one battery and the negative comes of the other. It makes sure both batteries are equally supplying power.
Please be very careful when doing any of this because a short circuit will produce pretty serious results