Hi :)
You can use a special textured rolling pin to achieve this effect..
http://www.ebay.co.uk/itm/PME-Deep-Basketweave-Rolling-Pin-with-Handles-10-x-2-/370957712459?pt=Uk_Crafts_Cake_Decorating_MJ&hash=item565ecd7c4b
or, you can pipe a basket weave using either royal icing or buttercream.
Hope this helps!! xx
Laura Loukaides - Instagram.com/LauraLoukaides