Hi my itenerary is as follows do I need a Chinese Visa

Fly into Guangzhou 06:00am on a Monday morning
Leave for Hong Kong Wed at 22:00pm
From Hong Kong Vist Shenzhen in and out for 2 days
Then fly from Hong Kong back to Guangzhou Sun 09:00am
Leave Guangzhou back to Australia on Tue 22:00pm
Do I need a Chinese Visa? If it's only for Shenzhen am I better off getting it at the boarded because it's cheaper?