Fry the onion in the soybean oil a few minutes, until soft and translucent. Add the broccoli and water and bring to boil. Continu to boil on medium heat for 10 minutes.
Dissolve the wheat flour in the soy milk, by adding the soy milk slowly to the flour. Mix until the mixture is smooth and free of lumps. Stir this mixture in the soup. Bring the soup to boiling point, stirring constantly, and continue to boil for a few minutes until the broccoli is soft. Bring to taste with salt and pepper.
Serve the broccoli soup while the soup is still hot.