Run a transaction block through SPI_execute

When I try to run a transaction block (similar) to below through SPI_execute:
BEGIN; set transaction read write; ....; COMMIT

I get an error: SPI_ERROR_TRANSACTION.

I see that SPI interface does not support transaction manipulation commands.

Documentation: https://www.postgresql.org/docs/current/spi-spi-execute.html

Can you please suggest me how to achieve run the above transaction
block using SPI_ interface?

Transaction management support only SPI_commit/SPI_rollback.
I'm more interested in setting `set transaction read write;` through
SPI interface.

Thanks,
Mahendrakar.