Shenzhen isn't itself a cruise port, but is served by the port of Shekou. Together, the port of Shekou is the point of embarkation for one cruises anually from Royal Caribbean to Vietnam and Japan.
Overall Shenzhen is moderately expensive compared to other ports. See the graph below for the average cost per day by month (Cruises only depart from Shenzhen between December and December). Prices are around the same throughout the year.