  We present AT2020mrf (SRGe J154754.2$+$443907), an extra-galactic
($z=0.1353$) fast blue optical transient (FBOT) with a rise time of $t_{g,\rm
rise}=3.7$ days and a peak luminosity of $M_{g,\rm peak}=-20.0$. Its optical
spectrum around peak shows a broad ($v\sim0.1c$) emission feature on a blue
continuum ($T\sim2\times10^4$ K), which bears a striking resemblance to
AT2018cow. Its bright radio emission ($\nu L_\nu = 1.2\times 10^{39}\,{\rm
erg\,s^{-1}}$; $\nu_{\rm rest}= 7.4$ GHz; 261 days) is similar to four other
AT2018cow-like events, and can be explained by synchrotron radiation from the
interaction between a sub-relativistic ($\gtrsim0.07$-$0.08c$) forward shock
and a dense environment ($\dot M \lesssim 10^{-3}\,M_\odot \,{\rm yr^{-1}}$ for
$v_{\rm w}=10^3\,{\rm km\,s^{-1}}$). AT2020mrf occurs in a galaxy with $M_\ast
\sim 10^8\,M_\odot$ and specific star formation rate $\sim 10^{-10}\, {\rm
yr^{-1}}$, supporting the idea that AT2018cow-like events are preferentially
hosted by dwarf galaxies. The X-ray luminosity of AT2020mrf is the highest
among FBOTs. At 35-37 days, SRG/eROSITA detected luminous ($L_{\rm X}\sim
2\times 10^{43}\,{\rm erg\,s^{-1}}$; 0.3-10 keV) X-ray emission. The X-ray
spectral shape ($f_\nu \propto \nu^{-0.8}$) and erratic intraday variability
are reminiscent of AT2018cow, but the luminosity is a factor of $\sim20$
greater than AT2018cow. At 328 days, Chandra detected it at $L_{\rm
X}\sim10^{42}\,{\rm erg\,s^{-1}}$, which is $>200$ times more luminous than
AT2018cow and CSS161010. At the same time, the X-ray emission remains variable
on the timescale of $\sim1$ day. We show that a central engine, probably a
millisecond magnetar or an accreting black hole, is required to power the
explosion. We predict the rates at which events like AT2018cow and AT2020mrf
will be detected by SRG and Einstein Probe.
