Hello Stefan,
Your Batch consists of only GET Requests ? or GET along with POST/DELETE/UPDATE ?
If at all you are performing only GET operations inside BATCH, then no need of specifying ChangeSet inside the payload.
So could you please elaborate what all operations are being done inside a batch request ?
Regarding issuing Commit or Roll back please have a look at the below under ChangeSet_Begin/End->
/IWBEP/IF_MGW_APPL_SRV_RUNTIME - SAP NetWeaver Gateway - SAP Library
Regards,
Ashwin