Put the container in a lighted room.
You can use a simple styrafome cooler to grow worms however they will find the smallest crack to get out.
Worms don’t like light so put the container in a lighted room with the light on 24 hours a day, they will stay in the cooler to hide from the light.

Make sure your bin has fresh air getting to it Set the lid to a little off the rim
Did you put something too pungent in the bin, they hate onions, rosemary, mint and other strong smells.
Is there too much fluid, liquid in there
I have been raising red wigglers for over 7 years and when I fail to do the air ventilation that is when I run into the worms running to the rim and trying to get out however they can.

Try putting a fine mesh screen around the perimeter. You don't indicate the type of construction of your compost bin so it's difficult to give you any suggestions. Perhaps you could post a pic?

Either close up the gaps they are getting through, keep the compost away from said gaps, or mount an armed guard.