Heat the oil in a small saucepan over medium heat. Add the green onions, garlic, ginger and anchovy to the pan and cook for 3 to 4 minutes, until the onion is translucent. Add the remaining ingredients and continue to cook for 3 to 4 minutes until the sauce has thickened. Remove from the heat and allow to slightly cool.

Transfer all of the ingredients to the bowl of a blender and blend until smooth. Transfer to a jar or other resealable container. The sauce can be kept in the refrigerator for up to 3 weeks.