We consider dispersive shock waves of the focusing nonlinear Schrödinger equation generated by discontinuous initial conditions which are periodic or quasiperiodic on the left semiaxis and zero on the right semiaxis. As an initial function, we use a finite-gap potential of the Dirac operator given in an explicit form through hyperelliptic theta-functions. The aim of this paper is to study the long-time asymptotics of the solution of this problem in a vicinity of the leading edge, where a train of asymptotic solitons are generated. Such a problem was studied in the work of Kotlyarov and Khruslov [Teor. Mat. Fiz. 68(2), 751–761 (1986)] and Kotlyarov {Mat. Zametki 49(2), 84–94 (1991) [Math. Notes 49(1-2), 172–180 (1991)]} using Marchenko’s inverse scattering techniques. We investigate this problem exceptionally using the Riemann-Hilbert (RH) problem techniques that allow us to obtain explicit formulas for asymptotic solitons themselves in contrast with the cited papers where asymptotic formulas are obtained only for the square of the absolute value of solution. Using transformations of the main RH problems, we arrive at a model problem corresponding to the parametrix at the end points of the continuous spectrum of the Zakharov-Shabat spectral problem. The parametrix problem is effectively solved in terms of the generalized Laguerre polynomials, which naturally appeared after appropriate scaling of the Riemann-Hilbert problem in small neighborhoods of the end points of the continuous spectrum. Further asymptotic analysis gives an explicit formula for solitons at the edge of dispersive waves. Thus, we give the complete description of the train of asymptotic solitons: not only bearing the envelope of each asymptotic soliton, but its oscillating structure is found explicitly. Besides, the second term of asymptotics describing an interaction between these solitons and oscillating background is also found. This gives the fine structure of the edge of dispersive shock waves.