Then said I, lo, I come,.... Christ observing that legal sacrifices were not acceptable to God; that there was a body prepared for him; and that it was written of him in the book of God, that he should come; and the time being now come, with a note of attention and admiration, the matter being of great moment and concern, he cheerfully expresses his readiness to come, immediately, without any compulsion, even he himself, and not another.
In the volume of the book it is written of me; in the book of the law, as the, Targum and Kimchi on Ps 40:7 interpret it; and which may design the Bible in general, the whole book of the Scriptures of the Old Testament: so rpo, "the book", is used for the whole Bible , and it is said , all the whole law, that is, all Scripture, is called hlygm, "a volume"; accordingly there are things written of Christ in all the writings of the Old Testament, in the law, and in the prophets, and in the psalms.
Jarchi interprets it of the law of Moses, and so it may design the pentateuch, or the five books of Moses; and there are several places therein, in which it is written of Christ, and particularly in Genesis, the first of these books, and in the head, the beginning, the frontal piece, the first part of that book; namely, Ge 3:15 which may be principally designed.
Books were formerly written in rolls of parchment, and hence called volumes; See Gill on "Lu 4:17",See Gill on "Lu 4:20". The end of his coming is next expressed by him,to do thy will, O God; which, when he came, he set about with the utmost delight, diligence, and faithfulness, in preaching the Gospel, performing miracles, doing good to the bodies and souls of men, and in finishing the great work of man's redemption, which was the main part of his Father's will he came to do; and which he did, by fulfilling the law in its precept and penalty; by offering himself a sacrifice to God; by suffering death, the death of the cross; by destroying all his and our enemies, and so working out everlasting salvation.
T. Hieros, Megilla, fol. 73. 4. T. Bab. Gittin, fol. 60.