Off contract at the end of June, Canada striker David has been linked with the likes of Newcastle, Arsenal and Barcelona.
On social media this morning, David confirmed: "I wanted to tell you myself that after so many years at the club it's time for me to say goodbye.
"I've had five wonderful seasons here. I know it hasn't always been easy but I hope that my goals and my celebrations have managed to bring you some joy.
"I would like to thank all of my teammates, all of the coaches - staff, technical, medical team, all of the managers, everyone I have met and spent months with at the club.
"Thank you very much for everything you have given me personally over the years.