What kind of document that need to prepare for apply Visa-on-Arrival for Macau? Cambodia Passport

Your onward/return ticket, proof of accommodation in Macau and proof that you have at least MOP 5,000 (approx. HKD 5,200) on you.

I plan to visit Macau from Hong Kong by bus with my wife and my two chidren (2 years old and 6 years old) without intension to sleep there (we will return to HongKong in evening). Do I need to show proof of accomondation too? And I need to have at least MOP 20,000 (5000 * 4 people) ? And I need to buy a return bus ticket in advance too? Thanks.

Technically speaking you are supposed to provide a ticket leaving Macau, however in practice immigration sometimes would also accept a flight ticket leaving HK given that many, if not most people visit by ferry or bus.

As for the proof of funds the wording is ambiguous: "Visitors are required to prove that they possess the vital resources of a minimum of MOP5000 for their expected period of stay in Macao." So it's not clear if they mean 5000 MOP/HKD per person or if that amount must be in cash, but there were instances when visitors were refused entry for not producing enough cash. To be perfectly safe you should prepare at least 10,000 HKD (as minors are generally not counted) and bank statements/recent ATM receipts with double that amount. Macau immigration has a reputation for sometimes picking on passengers from 3rd world countries so you should be prepared.