Here's video of Klay Thompson going full EDM DANCE MANIAC at a nightclub in China -- fist-pumpin' and tongue-waggin' like his life depended on it ... and it's pretty awesome.

Klay posted up next to the DJ booth at Face Club in Shenzhen on Wednesday -- when Tiesto's track "Wombass" took hold.

Thompson got super into the music -- he spun. He crotch-grabbed. He bounced around a lot. Everyone loved it. 

One person at the club tells TMZ Sports there's a good reason Klay wasn't mobbed -- he had a full team of bodyguards watching his back so he could let loose.   


Steph Curry has weighed in with an emoji reaction ...