Can i get Visa on arrival in Shenzhen as an AUstralian citizen and what docs do I need

We are a family of 5 adults travelling to Hong Kong for 5 days. We do not need a visa for Hong Kong but we would like to go to Shenzhen on the train for a day. Are we able to get Visa on arrival at Luohu railways station and if so, what documents do we need to have with us?