The grammar is Russian; the vocabulary has changed over time.
The original fenya consisted of broken Russian words, words borrowed from Greek and other foreign languages. Vladimir Dahl in his monumental Explanatory Dictionary of the Living Great Russian language gives the following examples of ofenya's parlance:
"Ропа кимать, полумеркот, рыхло закурещат ворыханы."
Normative Russian: "Пора спать, полночь; скоро запоют петухи."
Translation: "Time to go to bed,
"Да позагорбил басве слемзить: астона басвинска ухалила дряботницей.
Normative Russian: "Да позабыл тебе сказать: жена твоя померла весною."
Translation: "Oh, yes, I forgot to tell you: your wife died this spring"
The vocabulary changed over time, with notable infusion of words of Yiddish origin. During the times of the Soviet Union fenya penetrated into common spoken Russian and can no longer be considered cryptic, although it is still commonly associated with those who have connections to the Russian criminal culture or who have spent a significant amount of time incarcerated. A number of explanations for this phenomenon are suggested. For one, a significant part of the population, not necessarily criminals, went through labor camps, and massive indiscriminate amnesties after the death of Stalin resulted in a penetration of the subculture of convicts into everyday life in the form of a shock wave. Also, the criminal life was romanticized in popular culture: for example, in the form of "blatnaya song", see Shanson. Few "common" Russians possess a complete or even complex understanding of it and fewer still - for various reasons - will admit to it.
Fenya influences the Russian culture in different ways. In particular, a whole subgenre of Russian humour exists, in which a known tale, such as Romeo and Juliet or a popular Russian fairy tale is cast into fenya.
The collapse of the Soviet Union and the appearance of "New Russians" introduced a new changes into fenya, notably assigning new meanings and accents to common words.
I have a neighbor. He is Russian. We got on badly. Once he was drunk and knocked out my door. I called the police and now he hates me. When we meet each other in the vestibule he tells me different Russian words. I didn't understand him and had to smile when he talked Russian. But I suspected that he swore. I tried to find the translation of his word in the Internet. But it's very difficult to find as the spelling and the pronunciation differ greatly. My friend advised me this video-course. I watched, listened and now I know what my Russian neighbor is talking about. He uses foul language. I have learned few Russian swearing words and when he began to swear again I answered him in Russian the same. He was very surprised. Then he thought and began to apologize. Now we are the best friends.
I'm a huge fan of the film "Air Force One". There's this one scene after the Russians have sieged the plane. Gary Oldman's character asks in Russian "Where is the President?" One of his fellow "terrorists" says that the President got away in the pod. Then Gary Oldman shouts out a Russian word which some reason does not appear in English subtitles, like the other Russian dialogue so I'm guessing it's a swear word. I've tried to find this out on the internet but I can't even write the word as it's pronounced. I have watched this course and now I know how this phrase is pronounced and what it means. I will recommend this course to my friends.