A Myanmar passport holder in HK for visit would like to visit Shen Zhen if I can apply VOA

Hi! I'm Min holding Myanmar passport. I'm now in HK for visit. Is that possible for me to apply visa on arrival at Shen Zhen if I visit from HK to Shen Zhen now.
If can, please let me know what kind of document do I need to show for VOA!
Thanks!