You need sand under the base. When I install bases and hot-tubs I always use to prevent rocking.
What is your shower made of. Cultured marble? Fibreglass?
First off, your subfloor under the base shoudl be level and solid. Did you check this? Some contracters will set the base in concrete to secure it.
Once you put the drain in place, it will snug the base down and will secure it more. Without knowing what kind of shower you’re making, it’s hard to tell you what else to do, but if you’re dealing with cultured marble slabs, then once you set the drywall in place and lay the final marble slabs atop the base, it will be solid.
But, if it’s a fibreglass shower, you’re gonna want to make sure the base is solid before putting the walls in. If you are tiling, and just using a marble or other type base, then again, if it shifts, even a fraction, it could affect your tiles. In that case, level the base and set it in a thin float of concrete.