John Wesley on Psalms 40:7

Them - These words literally and truly belong to Christ, and the sense is this; seeing thou requirest a better sacrifice than those of the law, lo, I offer myself to come, and I will in due time come, into the world, as this phrase is explained in divers places of scripture, and particularly Heb 10:5, where this place is expressly applied to Christ. Volume - These two words, volume and book are used of any writing, and both express the same thing. Now this volume of the book is the law of Moses, which is commonly and emphatically called the book, and was made up in the form of a roll or volume, as the Hebrew books generally were. And so this place manifestly points to Christ, concerning whom much is said in the books of Moses.