If you only visit Shenzhen for 3 days, you can apply for a visa on arrival, Shenzhen, as a special economic zone, has the right to issue visa on arrival to aliens who stay in Shenzhen for less than 5 days.

However, you also visit Guangzhou for 2 days, so you need to apply for a China single-entry visa in advance, then you can visit Shenzhen and Guangzhou.