I spent some time there as my girlfriend was out there. She said the only one she came across was at a lazer quest place which looked rubbish and wasn't worth a visit. She said she can't remember anyone mentioning one or seeing one that was any good, but at the same time she didn't go looking for one.
If you do find one, I'd make sure you check everything is safe i.e. the ropes look ok, the holds are attached, the wall is attached to something, the anchors are attached before you're at any risk of falling off. From my limited experience, attitudes to safety and maintenance are somewhat different to western countries.....
Enjoy the city though. It's fun.