I've never heard of obtaining RUS Visas at the border.
For most Citizenships, Visas can only be obtained in a country where you have Residency and they are only obtained at/through a full blown Embassy or Consulate.
Transit Visas are a slight exception, but still only at an Embassy or Consulate.
For a Transit Visa you must produce a Visa, or other Right, to enter the next country beyond RUS and the Transit Visa is issued on a basis of 500KM/300miles minimum per day by the shortest route between your applied for entry and exit points.
All that RUS officials do at the border is look at your paperwork, look glum (but they do that anyway) and say 'Niet' or disapprovingly let you on your way.
And you will miss their sence of humour when you meet Ukraine officials!