Malaysian travelling to Hong Kong & Shenzhen

HI,my family of 9 would be travelling from China Ferry Terminal in Tsim Tsa Tsui to Shekou Ferry Terminal in Shenzhen for holiday. May I know if we can apply for the single entry five-day Visa On Arrival (VOA) at Shekou Port? Do we each need 2 pieces of passport photo for the VOA and how long does it normally take to get the VOA at the Shekou Port?