I'll have to get done pics when I get home from work in the morning, but I built a wall along the edge of my base with a bombfire at the ends. Haven't had an issue. Not even with raids.

However, I do have wolves as well, and lox on the other end. Only threat are deathsquito's if my lox start wandering too far from the base.

Anyway, point is, they seem to swim only so far down the wall before they give up. For me anyway.