Quickpay.net is the best and one of the cheapest payment gateway if your market is in Denmark. They have a great API to code with.
There already is a free version on WordPress.org: https://wordpress.org/plugins/woocommerce-quickpay/
Already here – but it's not an official QuickPay release. http://quickpay.net/modules/woocommerce/
Christian Thomsen commented
Can u tell what features you will include?
Jess Johannessen commented
Is there an ETA on this?
Find the Quickpay API documentation here - http://doc.quickpay.dk/api.html