Shenzhen is full of massage parlours and saunas for fun. But prostitution is illegal there. Don't bring anyone back to ur room, anything goes wrong, the police would not be on ur side. Don't forget China is a communist country, the governemnt has the final say.

Just have fun in the saunas or massage parlours, as long as you pay the agreed price, the owners of these places will take care of u as they don't want to be accused of operating a brothel.

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