Hi, I am Malaysian. Plan to go to Macau, Hong Kong and then ShenZhen. Can apply VOA?

Will arrive at Macau Airport. I will travel from Macau to Hong Kong. Then, I plan to travel to Shenzhen for 3 days before going back to Macau. Can I apply Visa on the spot when I arrive at Shenzhen? If yes, how much per person? Thanks.