Visa on arrival process in Macau

I'm from India and will be flying to HK and then taking the ferry to Macau directly from HKIA. Do I need to undergo the immigration process at the HKIA first or can I directly take the ferry to Macao and then undergo immigration there presumably at the ferry terminal? What documents do I need to furnish - the intended stay is 3 days and then back to HK for 3-4 days, followed by the return to India. Also, is the fee $30?

Appreciate your advice. Thanks.