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Following the previous paragraph,  the natural way to group requests would be:
all parameters, all levels, all members, all time-steps for 1 hindcast date.

Note the following:

1. 'all' means 'all' that the user wants. It doesn't have to be all parameters.
2. If a user is interested only on z500,  he may request more hindcast dates in one go, since the overall request will not be so big.

for hindcastDate in hindcastDateList (eg, 2010-03-01 to 2010-03-31)
     S2S-request(hindcastDate)

You may wish to have a look on some CMA re-forecast examples or to visit the ECMWF Web API Home

The best approach is to iterate over the hindcastYears. For each hindcastYear iterate over all the available hindcastMonths and for each hindcastMonth iterate over all the available hindcastDays.

At this point you may wish to check CMA availability and to view a CMA request