John Gill Commentary Psalms 40:7

"Then said I, Lo, I am come; In the roll of the book it is written of me:" — Psalms 40:7 (ASV)

Then said I
As in the council and covenant of peace, when and where he declared his willingness to come into the world, and make satisfaction for the sins of his people; so when the fulness of time was come for his appearance in human nature he repeated the same; for of the time of his coming into the world are these words interpreted, (Hebrews 10:5) ; when sacrifice and offering God would not have any longer continued, and when a body was prepared him, then he said,

Lo, I come ;
O Father; as Apollinarius, in his metaphrase, adds; that is, freely, and without compulsion; immediately, at once, without any delay; and he himself, and not another; and this not by change of place, but by assumption of nature; taking the body, or human nature, prepared for him, and uniting it to himself; to which the word "lo" is prefixed as a note of attention and admiration; the incarnation of Christ being a wonderful affair, and of the utmost moment and importance;

in the volume of the book [it is] written of me ;
either in the book of divine predestination, in the purposes and decrees of God, (Psalms 139:16) ; or in the book of the Scriptures; either in general, (John 5:39) (Luke 24:27Luke 24:44) ; or particularly in the book of the Psalms, (Psalms 1:1Psalms 1:2) (Psalms 2:2Psalms 2:6Psalms 2:7) ; or rather in the book of the law, the five books of Moses, since these were the only books or volumes that were composed at the writing of this psalm; and it has respect not to (Deuteronomy 18:15) ; nor (Deuteronomy 17:18) ; nor (Exodus 21:6) ; but rather (Genesis 3:15) ; and seeing the coming of Christ into the world was not only appointed of God, agreed unto by Christ, but was prophesied of, and penned down in the sacred writings; therefore at the appointed time he came, freely and willingly.

This book is called a volume, or roll, alluding to the manner of writing formerly; when what was written was finished, it was rolled about a stick in the manner of a cylinder; and in this form is the book of the law with the Jews to this day; (See Gill on Luke 4:17).