Like this:
.------<------.
| |
v ^
| |
'------>------'
I am currently using
\begin{scope}[very thick,->]
\draw (-4,1)--(-4,0)--(0.1,0);
\draw (0,0)--(4,0)--(4,1.1);
\draw (4,1)--(4,2)--(-0.1,2);
\draw (0,2)--(-4,2)--(-4,0.9);
\end{scope}
but this is rather inelegant. I prefer something more like
\begin{scope}[very thick,middle decoration=>]
% ^^^^^^^^^^^^^^^^^ a hypothetical option
\draw (-4,0)--(4,0);
\draw (4,0)--(4,2);
\draw (4,2)--(-4,2);
\draw (-4,2)--(-4,0);
\end{scope}