composer.json

{
    "name": "myproject",
    "description": "",
    "autoload": {
        "psr-0": { "": "src/" }
    },
    "repositories": [
        {
            "type": "composer",
            "url": "http://packages.zendframework.com/"
        }
    ],
    "require": {
        "php": ">=5.3.10",
        "zendframework/zend-feed": "dev-master"
    }
}

Maybe because ZF is now on packagist.org I don't need to add the ZF composer repository, but it does not work either way.

I said it on twitter, but the long version is that the components on http://packages.zendframework.com/ only have the tags (2.0.0-beta4), so since you ask for dev-master, it can't find it with the component, so it falls back to zendframework/zendframework dev-master which replaces all the subcomponents as per http://packagist.org/packages/zendframework/zendframework. Switch the requirement to 2.0.*@beta and it should be alright.

@Seldaek I am not sure if *@ is just a wildcard, but FYI, I found it was necessary to specifically write this:

{
    "zendframework/zend-cache": "2.0.0-beta4",
    "zendframework/zend-feed": "2.0.0-beta4",
    "zendframework/zend-http": "2.0.0-beta4"
}

Note: I added some additional lines that don't appear to be required by ZF (even though I think they should be even if they are optionally used).

_@ is nothing, but 2.0._is a wildcard match on any 2.0.n version, and@beta means it can take versions up to beta (that includes stable/rc/beta), otherwise it'll be (once we switch the default stability to stable instead of dev) only looking at stable releases.