Digital keyboards (at least contemporary ones) use embedded systems that require software. OP wants a piano/digital keyboard that uses open source software.
I don't think it exists (I don't know of any). The software for these systems is going to be highly coupled to the feature set of that digital piano and the benefit of modifying the software is low. So it's unlikely someone has made a open source digital piano.
If it exists its either a very small project, a manufacturer has chosen to release their software as open source or an adaptation of keyboard/synthesizer software. Although many libraries for such software are likely open source.